Results 21 to 30 of about 863,157 (269)

On Inconsistent $M$-Estimators

open access: yesThe Annals of Statistics, 1982
If $M$ is not convex, and the underlying density is multi-modal, $M$-estimators can be inconsistent. Examples are given, as well as some positive results.
Freedman, D. A., Diaconis, P.
openaire   +3 more sources

Generalized Projection-Based M-Estimator [PDF]

open access: yesIEEE Transactions on Pattern Analysis and Machine Intelligence, 2012
We propose a novel robust estimation algorithm—the generalized projection-based M-estimator (gpbM), which does not require the user to specify any scale parameters. The algorithm is general and can handle heteroscedastic data with multiple linear constraints for single and multicarrier problems.
Sushil, Mittal   +2 more
openaire   +2 more sources

COMPARISONS BETWEEN ROBUST REGRESSION APPROACHES IN THE PRESENCE OF OUTLIERS AND HIGH LEVERAGE POINTS

open access: yesBarekeng, 2022
The study aimed to compare a few robust approaches in linear regression in the presence of outlier and high leverage points. Ordinary least square (OLS) estimation of parameters is the most basic approach practiced widely in regression analysis. However,
Anwar Fitrianto, Sim Hui Xin
doaj   +1 more source

Characterizing M-estimators

open access: yesBiometrika, 2023
Summary We characterize the full classes of M-estimators for semiparametric models of general functionals by formally connecting the theory of consistent loss functions from forecast evaluation with the theory of M-estimation. This novel characterization result allows us to leverage existing results on loss functions known from the ...
Timo Dimitriadis   +2 more
openaire   +3 more sources

Significance Regression: Robust Regression for Collinear Data [PDF]

open access: yes, 1993
This paper examines robust linear multivariable regression from collinear data. A brief review of M-estimators discusses the strengths of this approach for tolerating outliers and/or perturbations in the error distributions.
Holcomb, Tyler R., Morari, Manfred
core   +1 more source

Semiparametric estimation of shifts on compact Lie groups for image registration [PDF]

open access: yes, 2008
In this paper we focus on estimating the deformations that may exist between similar images in the presence of additive noise when a reference template is unknown. The deformations aremodeled as parameters lying in a finite dimensional compact Lie group.
Bigot, Jérémie   +2 more
core   +4 more sources

Improvement in Accuracy of Determining a Vessel’s Position with the Use of Neural Networks Ana Robust M-Estimation

open access: yesPolish Maritime Research, 2017
In the 21st century marine navigation has become dominated by satellite positioning systems and automated navigational processes. Today, global navigation satellite systems (GNSS) play a central role in the process of carrying out basic navigational ...
Czaplewski Krzysztof, Wąż Mariusz
doaj   +1 more source

Determination of Terrain Profile from TLS Data by Applying Msplit Estimation

open access: yesRemote Sensing, 2020
This paper presents an application of an Msplit estimation in the determination of terrain profiles from terrestrial laser scanning (TLS) data. We consider the squared Msplit estimation as well as the absolute Msplit estimation.
Patrycja Wyszkowska   +2 more
doaj   +1 more source

Regularity and Uniqueness for Constrained M-Estimates and Redescending M-Estimates

open access: yesThe Annals of Statistics, 2001
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Kent, John T., Tyler, David E.
openaire   +3 more sources

Quasi-autocorrelation coefficient change test of heavy-tailed sequences based on M-estimation

open access: yesAIMS Mathematics
A new test to detect the change-point in the quasi-autocorrelation coefficient (QAC) structure of a simple linear model with heavy-tailed series was developed.
Xiaofeng Zhang , Hao Jin , Yunfeng Yang
doaj   +1 more source

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