Results 31 to 40 of about 118,514 (262)
Gini estimation under infinite variance [PDF]
, 2017 We study the problems related to the estimation of the Gini index in presence of a fat-tailed data generating process, i.e. one in the stable distribution class with finite mean but infinite variance (i.e. with tail index $\alpha\in(1,2)$). We show that,
Cirillo, Pasquale +2 more
core +2 more sources
On the steady‐state performance of bias‐compensated LMS algorithm
Electronics Letters, 2021 Adaptive filtering algorithms are widespread today owing to their flexibility and simplicity. Due to environments in which they are normally immersed, their robustness against noise has been a topic of interest.
Rodrigo Pimenta +3 more
doaj +1 more source
Asymptotic and Finite Sample Properties for Multivariate Rotated GARCH Models
Econometrics, 2021 This paper derives the statistical properties of a two-step approach to estimating multivariate rotated GARCH-BEKK (RBEKK) models. From the definition of RBEKK, the unconditional covariance matrix is estimated in the first step to rotate the observed ...
Manabu Asai +3 more
doaj +1 more source
Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles
Statistics and ComputingzbMATH Open Web Interface contents unavailable due to conflicting licenses.
Daouia, Abdelaati +2 more
openaire +7 more sources
Nonparametric relative recursive regression
Dependence Modeling, 2020 In this paper, we propose the problem of estimating a regression function recursively based on the minimization of the Mean Squared Relative Error (MSRE), where outlier data are present and the response variable of the model is positive.
Slaoui Yousri, Khardani Salah
doaj +1 more source
Maximum likelihood estimation of the negative binomial dispersion parameter for highly overdispersed data, with applications to infectious diseases. [PDF]
PLoS ONE, 2007 The negative binomial distribution is used commonly throughout biology as a model for overdispersed count data, with attention focused on the negative binomial dispersion parameter, k.
James O Lloyd-Smith
doaj +1 more source
Statistical Inference in a Simple Linear Model Under Microaggregation [PDF]
, 2005 A problem statistical offices are increasingly faced with is guaranteeing confidentiality when releasing microdata sets. One method to provide safe microdata is to reduce the information content of a data set by means of masking procedures.
Küchenhoff, Helmut +2 more
core +2 more sources
Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles
, 2023 The expectile is a prime candidate for being a standard risk measure in actuarial and financial contexts, for its ability to recover information about probabilities and typical behavior of extreme values, as well as its excellent axiomatic properties.
Daouia, Abdelaati +2 more
openaire +2 more sources
Realized Genome Sharing in Heritability Estimation Using Random Effects Models
G3: Genes, Genomes, Genetics, 2019 For heritability estimation using a two-component random effects model, we provided formulas for the limiting distribution of the maximum likelihood estimate.
Bowen Wang, Elizabeth Thompson
doaj +1 more source
International Journal of Adaptive Control and Signal Processing, EarlyView.This paper proposes two projector‐based Hopfield neural network (HNN) estimators for online, constrained parameter estimation under time‐varying data, additive disturbances, and slowly drifting physical parameters. The first is a constraint‐aware HNN that enforces linear equalities and inequalities (via slack neurons) and continuously tracks the ...
Miguel Pedro Silva
wiley +1 more source