Now showing items 1-10 of 114192
On moment-type estimators for a class of log-symmetric distributions
(Computacional Statistics, 2022)
An application of particle filter for FDI oriented change detection and bounded parameter estimation
In their original formulations, state estimation schemes such as Kalman Filter, do not allow the incorporation of prior information on their physical bounds. This results in a certain probability of generating estimates ...
Robust Estimation for ARCH ModelsRobust Estimation for ARCH Models
(Sociedade Brasileira de Econometria, 1999)
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 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 ...
Adaptive arrival cost update for improving Moving Horizon Estimation performance
(Elsevier Science Inc, 2017-05)
Moving horizon estimation is an efficient technique to estimate states and parameters of constrained dynamical systems. It relies on the solution of a finite horizon optimization problem to compute the estimates, providing ...
Estimating large complex projects
(Pontificia Universidad Católica de Chile. Departamento de Ingeniería y Gestión de la Construcción, 2007)
Robust estimation for vector autoregressive models
(Elsevier Science, 2013-09)
A new class of robust estimators for VAR models is introduced. These estimators are an extension to the multivariate case of the MM-estimators based on a bounded innovation propagation AR model. They have a filtering ...
Alternative Admissible Biased Estimators
(Institute Of Electrical And Electronics Engineers, 2013-02)
In this work, a biased estimator obtained from an affine transformation of an unbiased estimator will be analyzed. In particular, the method proposed by Y. C. Eldar will be studied, and alternative approaches will be ...