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THE DIFFICULTIES OF ESTIMATION OF DISPERSION PARAMETERS IN LINEAR-MODELS - AN ILLUSTRATION
(Springer VerlagNew York, 1995)
Statistical properties and different methods of estimation of Gompertz distribution with application
(Taru Publications, 2018-01-01)
This article addresses the various properties and different methods of estimation of the unknown parameters of Gompertz distribution. Although, our main focus is on estimation from both frequentist and Bayesian point of ...
Robust minimum information loss estimation
(Elsevier Science, 2013-09)
Two robust estimators of a matrix-valued location parameter are introduced and discussed. Each is the average of the members of a subsample–typically of covariance or cross-spectrum matrices–with the subsample chosen to ...
Optimality of the maximum likelihood estimator in astrometry
(2018)
Context. Astrometry relies on the precise measurement of the positions and motions of celestial objects. Driven by the ever-increasing accuracy of astrometric measurements, it is important to critically assess the maximum ...
Optimality of the maximum likelihood estimator in astrometry
(EDP Sciences, 2018)
Context. Astrometry relies on the precise measurement of positions and motions of celestial objects. Driven by the ever-increasing
accuracy of astrometric measurements, it is important to critically assess the maximum ...
Minimum-Entropy, PDF Approximation, and Kernel Selection for Measurement Estimation
(IEEE Transactions on Instrumentation and Measurement, 2003-08)
The purpose of this paper is to investigate the selection of an appropriate kernel to be used in a recent robust approach called minimum-entropy estimator (MEE). This MEE estimator is extended to measurement estimation and ...
On the Kernel selection for Minimum-Entropy estimation
(IEEE, 2002-05)
The purpose of this paper is to investigate the selection of an appropiate kernel to be used in a recent robust approach called mínimum entropy estimator (MEE), This MEE estimator is extended to measurement estimaiion and ...
Robust and efficient estimation of multivariate scatter and location
(Elsevier Science, 2017-05)
Several equivariant estimators of multivariate location and scatter are studied, which are highly robust, have a controllable finite-sample efficiency and are computationally feasible in large dimensions. The most frequently ...