Results 21 to 30 of about 95,197 (267)
The density of multivariate $M$-estimates [PDF]
The Annals of Statistics, 2000 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Almudevar, Anthony +2 more
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M-Estimators of Scatter with Eigenvalue Shrinkage [PDF]
ICASSP 2020 - 2020 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), 2020 A popular regularized (shrinkage) covariance estimator is the shrinkage sample covariance matrix (SCM) which shares the same set of eigenvectors as the SCM but shrinks its eigenvalues toward its grand mean. In this paper, a more general approach is considered in which the SCM is replaced by an M-estimator of scatter matrix and a fully automatic data ...
Palomar, Daniel P. +3 more
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Jurnal Matematika UNAND, 2021 Dengan berakhirnya MDGs, PBB kembali membuat agenda pembangunan yaitu SDGs dengan salah satu targetnya yaitu mengakhiri kematian balita yang dapat dicegah, dengan seluruh negara menurunkan Angka Kematian Balita 25 per 1000 kelahiran hidup.
ATIKAH RAHMAH PUTRI +2 more
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Robust and sparse M-estimation of DOA
Signal Processing, 2023 A robust and sparse Direction of Arrival (DOA) estimator is derived for array data that follows a Complex Elliptically Symmetric (CES) distribution with zero-mean and finite second-order moments. The derivation allows to choose the loss function and four loss functions are discussed in detail: the Gauss loss which is the Maximum-Likelihood (ML) loss ...
Christoph F. Mecklenbräuker +3 more
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Comparisons of the Performances of Estimators of a Bounded Normal Mean Under Squared-Error Loss
Revstat Statistical Journal, 2009 This paper is concerned with the estimation under squared-error loss of a normal mean θ based on X ∼ N (θ, 1) when |θ| ≤ m for a known m > 0. Nine estimators are compared, namely the maximum likelihood estimator (mle), three dominators of the mle ...
Yiping Dou , Constance van Eeden
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Frequentist Inference on Traffic Intensity of M/M/1 Queuing System [PDF]
Operations Research and Decisions, 2023 When we study any queuing system, the performance measures reflect different features of the system. In the classical M/M/1 queuing system, traffic intensity is perhaps the most important performance measure.
Kaustav Dutta, Amit Choudhury
doaj
PEMODELAN HARGA SAHAM INDEKS LQ45 MENGGUNAKAN REGRESI LINIER ROBUST M-ESTIMATOR: HUBER DAN BISQUARE
Barekeng, 2014 Model ordinary least square (OLS) menjadi tidak efisien dan bias jika terdapat pelanggaran asumsi klasik. Salah satu penyebab terjadinya hal tersebut adalah terdapat observasi-observasi yang bersifat ekstrim, dimana observasi-observasi tersebut dapat ...
Lexy J. Sinay, Mozart W. Talakua
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IEEE Access, 2022 This paper presents an adaptive modulation in a single-input-single-output (SISO)-OFDM-based cooperative system that employs a Constant Amplitude Zero Autocorrelation (CAZAC) preamble-based SNR estimator.
Shahid Manzoor, Noor Shamsiah Othman
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Some Thoughts About the Design of Loss Functions
Revstat Statistical Journal, 2007 The choice and design of loss functions is discussed. Particularly when computational methods like cross-validation are applied, there is no need to stick to “standard” loss functions such as the L2-loss (squared loss).
Christian Hennig , Mahmut Kutlukaya
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Mathematics, 2023 This paper studies a linear regression model in which the errors are asymptotically almost negatively associated (AANA, in short) random variables. Firstly, the central limit theorem for AANA sequences of random variables is established. Then, we use the
Yu Zhang
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