Results 11 to 20 of about 95,197 (267)
M-estimators for isotonic regression [PDF]
Journal of Statistical Planning and Inference, 2012 In this paper we propose a family of robust estimates for isotonic regression: isotonic M-estimators. We show that their asymptotic distribution is, up to an scalar factor, the same as that of Brunk's classical isotonic estimator. We also derive the influence function and the breakdown point of these estimates.
Alvarez, Enrique Ernesto +1 more
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M Robust Weighted Ridge Estimator in Linear Regression Model
African Scientific Reports, 2023 Correlated regressors are a major threat to the performance of the conventional ordinary least squares (OLS) estimator. The ridge estimator provides more stable estimates in this circumstance.
Taiwo Stephen Fayose +2 more
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Improved regression in ratio type estimators based on robust M-estimation.
PLoS ONE, 2022 In this article, a new robust ratio type estimator using the Uk's redescending M-estimator is proposed for the estimation of the finite population mean in the simple random sampling (SRS) when there are outliers in the dataset. The mean square error (MSE)
Khalid Ul Islam Rather +3 more
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Robust weighted ridge regression based on S – estimator
African Scientific Reports, 2023 Ordinary least squares (OLS) estimator performance is seriously threatened by correlated regressors often called multicollinearity. Multicollinearity is a situation when there is strong relationship between any two exogenous variables.
Taiwo Stephen Fayose +3 more
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On Inconsistent $M$-Estimators
The 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.
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An Improved Robust Fractal Image Compression Based on M-Estimator
Applied Sciences, 2022 In this paper, a robust fractal image compression method based on M-estimator is presented. The proposed method applies the M-estimator to the parameter estimation in the fractal encoding procedure using Huber and Tukey’s robust statistics.
Penghe Huang, Dongyan Li, Huimin Zhao
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Regularity and Uniqueness for Constrained M-Estimates and Redescending M-Estimates
The Annals of Statistics, 2001 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Kent, John T., Tyler, David E.
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A Method of m-Point Sinusoidal Signal Amplitude Estimation
Measurement Science Review, 2016 The paper presents a new and original method of m-point estimation of sinusoidal signal amplitude. In this method, an m-point estimator is calculated on the basis of m initial signal samples. The way the estimator is constructed is explained. It is shown
Sienkowski Sergiusz
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Two Stage Robust Dawoud – Kibria Estimator for Handling multicollinearity and outliers in the linear Regression model. [PDF]
Maǧallaẗ Al-Buḥūṯ Al-TiǧāriyyaẗIn the linear regression model, the least-squares (LS) estimator is commonly used to estimate regression parameters. However, LS becomes unreliable and unfavorable when the model is affected by multicollinearity and outliers simultaneously.
Enas Goda Mohamed
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On Asymptotic Efficiency of the M2M4 Signal-to-Noise Estimator for Deterministic Complex Sinusoids
Sensors, 2021 The moment-based M2M4 signal-to-noise (SNR) estimator was proposed for a complex sinusoidal signal with a deterministic but unknown phase corrupted by additive Gaussian noise by Sekhar and Sreenivas.
Gianmarco Romano
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