Results 251 to 260 of about 605,028 (307)

The Distribution of the Sample Minimum-Variance Frontier

open access: yesManagement Science, 2007
In this paper, we present a finite sample analysis of the sample minimum-variance frontier under the assumption that the returns are independent and multivariate normally distributed. We show that the sample minimum-variance frontier is a highly biased estimator of the population frontier, and we propose an improved estimator of the population ...
Raymond Kan, Daniel R. Smith
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Conditions when minimum variance control is the optimal experiment for identifying a minimum variance controller

open access: yesAutomatica, 2011
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Jonas Mårtensson 0001   +2 more
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On minimum variance thresholding

Pattern Recognition Letters, 2006
Variance-based thresholding methods could be biased from the threshold found by expert and the underlying mechanism responsible for this bias is explored in this paper. An analysis on the minimum class variance thresholding (MCVT) and the Otsu method, which minimizes the within-class variance, is carried out.
Zujun Hou   +2 more
openaire   +1 more source

Fast minimum variance deconvolution

ICASSP '84. IEEE International Conference on Acoustics, Speech, and Signal Processing, 2005
Deconvolution is an ill-posed problem and it is well known that a stochastic extension of this otherwise deterministic problem can solve this difficulty. To avoid direct inversion of huge matrices, the signal restoration may be carried out recursively by viewing the estimation problem as a degenerate case of a Kalman filter applied to a static system ...
Guy Demoment   +2 more
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Robust minimum variance filtering

IEEE Transactions on Signal Processing, 1995
This paper deals with the robust minimum variance filtering problem for linear systems subject to norm-bounded parameter uncertainty in both the state and the output matrices of the state-space model. The problem addressed is the design of linear filters having an error variance with a guaranteed upper bound for any allowed uncertainty. Two methods for
Uri Shaked, Carlos E. de Souza
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Extensions of the minimum variance method

Signal Processing, 1996
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bernard Picinbono, Pascal Chevalier 0001
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Fast minimum variance resampling

1995 International Conference on Acoustics, Speech, and Signal Processing, 2002
A novel method is introduced for resampling irregularly sampled data in the presence of noise. The estimator is minimum variance (MV) and minimum mean square error, under Gaussian assumptions, and well-conditioned in general. The Shannon-Whittaker sampling theorem is generalized to use raised cosine pulses as basis functions.
Todd Findley Brennan, Paul H. Milenkovic
openaire   +1 more source

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