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Robust estimators under a semiparametric partly linear autoregression: asymptotic behavior and bandwidth selection
(Wiley Blackwell Publishing, Inc, 2007-03)
In this article, under a semi-parametric partly linear autoregression model, a family of robust estimators for the autoregression parameter and the autoregression function is studied. The proposed estimators are based on ...
Robust parallel fast-ICA algorithms using batch and adaptive MMSE estimators
(Universidad Nacional de Córdoba. Facultad de Matemática, Astronomía, Física y Computación, 2012)
All the algorithms for ICA require high-order statistics to estimate the independent components. This is because second-order information is insufficient to assess that two random variables are independent of each other. ...
HOSM State Estimation and Robust PID Control of a Chemical Process
(International Federation of Automatic Control, 2016)
Robust production management
(2016)
The problem of production management can often be cast in the form of a linear program with uncertain parameters and risk constraints. Typically, such problems are treated in the framework of multi-stage Stochastic ...
Robust estimation in single-index models when the errors have a unimodal density with unknown nuisance parameter
(Springer Heidelberg, 2020-06)
This paper develops a robust profile estimation method for the parametric and nonparametric components of a single-index model when the errors have a strongly unimodal density with unknown nuisance parameter. We derive ...
Characterization of parameters with a mixed bias property
(Oxford University Press, 2021-03)
In this article we study a class of parameters with the so-called ‘mixed bias property’. For parameters with this property, the bias of the semiparametric efficient one step estimator is equal to the mean of the product ...
A robust Birnbaum–Saunders regression model based on asymmetric heavy-tailed distributions
(2021-10-01)
Skew-normal/independent distributions provide an attractive class of asymmetric heavy-tailed distributions to the usual symmetric normal distribution. We use this class of distributions here to derive a robust generalization ...
Robust accelerated failure time regression
(Elsevier Science, 2011-01)
Robust estimators for accelerated failure time models with asymmetric (or symmetric) error distribution and censored observations are proposed. It is assumed that the error model belongs to a log-location-scale family of ...
Asymptotic properties of BMM-estimator in bidimensional autoregressive processes
(Elsevier Science, 2020-04-08)
In this work, we present the BMM 2D estimator, a robust estimator for the parameters of the bidimensional autoregressive model (AR-2D model). The new estimator is a two-dimensional extension of the BMM estimator for the ...
Regression analysis and robust parameter estimators
(2012-03-29)