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AN APPROXIMATELY MINIMUM VARIANCE JACKKNIFE

Engineering Optimization, 1991
Jackknifing is a nonparametric method of reducing bias in estimation procedures. The reduced-bias jackknife estimate is not, in general, a minimum variance (MV) estimate. The generalized jackknife is extended to allow the computation of jackknife estimates that are reduced in variance as compared with the usual jackknife estimate.
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Minimum Variance Stratification

Journal of the American Statistical Association, 1959
Abstract When estimating the mean value of a quantity x, in a population to be divided into L strata according to the value of a quantity closely correlated with x, it is necessary to choose the L — 1 points of stratification. Nearly optimum points are obtained if they are chosen to equalize the integrals over the various strata of the square root of ...
Tore Dalenius, Joseph L. Hodges
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Minimum variance stratification

Communications in Statistics - Simulation and Computation, 1995
The equations for the solution of minimum variance stratification under Neyman allocation are not easily tractable and hence approximate solutions have been suggested by various workers. These approximate solutions are in general not satisfactory as they do not achieve global minimum variance.
V.K.G. Unnithan, N. Unnikrishnan Nair
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The Minimum-Variance Theory Revisited

2003
In this paper, we show how the diffusion of the Nitric Oxide retrograde neuromessenger (NO) in the neural tissue produces Diffusive Hybrid Neuromodulation (DHN), as well as positively influencing the learning process in the artificial and biological neural networks. It also considers whether the DHN, together with the correlational character that helps
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Conditions when minimum variance control is the optimal experiment for identifying a minimum variance controller

Automatica, 2011
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Jonas Mårtensson 0001   +2 more
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Intersample variances in discrete minimum variance control

IEEE Transactions on Automatic Control, 1984
Summary: This note investigates the continuous-time response resulting from digital control of stochastic systems. A method is presented for computing the time-varying covariance between sampling instants. The results are used to examine the performance of the well-known minimum variance control strategy.
de Souza, Carlos E., Goodwin, Graham
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Iterative Robust Minimum Variance Beamforming

IEEE Transactions on Signal Processing, 2011
Based on worst-case performance optimization, the recently developed adaptive beamformers utilize the uncertainty set of the desired array steering vector to achieve robustness against steering vector mismatches. In the presence of large steering vector mismatches, the uncertainty set has to expand to accommodate the increased error.
Siew Eng Nai   +3 more
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Minimum variance multiplexing of multimedia objects

2008 IEEE International Conference on Acoustics, Speech and Signal Processing, 2008
This paper addresses the problem of simultaneous transmission of multiple multimedia objects (such as images or video sequences) over a bandwidth-limited channel. The trivial strategy of partitioning in equal parts the available rate among the bitstreams is suboptimal, when the multimedia objects have different coding complexities.
VALENZISE, GIUSEPPE   +2 more
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An artificial neural minimum-variance estimator

IEEE International Conference on Neural Networks, 1988
Results are presented of a study into one aspect of the application of artificial neural nets to the continuous working mode. For the proposed configuration, the authors give sufficient conditions for the existence and uniqueness of the steady-state solution.
Xiaofeng Zhao, Jerry M. Mendel
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Minimum-Variance Stock Picking - A Shift in Preferences for Minimum-Variance Portfolio Constituents

SSRN Electronic Journal, 2013
Minimum-variance (equity) portfolio selection is increasingly popular among investors. We study a broad set of 63 di↵erent, commonly used approaches to build long-only minimum-variance portfolios among US as well as European stocks. We focus on the stock picking characteristics of minimum-variance approaches and find a high degree of consensus across ...
Thomas Dangl, Michael Kashofer
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