Results 11 to 20 of about 20,242 (260)
Sparse semi-parametric chirp estimation [PDF]
2014 48th Asilomar Conference on Signals, Systems and Computers, 2014 In this work, we present a method for estimating the parameters detailing an unknown number of linear chirp signals, using an iterative sparse reconstruction framework. The proposed method is initiated by a re-weighted Lasso approach, and then use an iterative relaxation-based refining step to allow for high resolution estimates.
Johan Sward +3 more
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Minimum-entropy estimation in semi-parametric models [PDF]
Signal Processing, 2004 The paper is a continuation of earlier work (Pronzato and Thierry, Proc. 20th Int. Workshop on Bayesian Inference and Maximum Entropy Methods in Science and Engineering, p.169-80, 2001; Proc. ICASSP, 2001): we estimate parameters in a regression model, linear or not, by minimizing (an estimate of) the entropy of the symmetrized residuals, obtained by a
Eric Wolsztynski +2 more
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Robust variance estimation and inference for causal effect estimation
Journal of Causal Inference, 2023 We present two novel approaches to variance estimation of semi-parametric efficient point estimators of the treatment-specific mean: (i) a robust approach that directly targets the variance of the influence function (IF) as a counterfactual mean outcome ...
Tran Linh +3 more
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Semi-Parametric Estimation of Risk-Return Relationships [PDF]
SSRN Electronic Journal, 2013 This article proposes semi-parametric least squares estimation of parametric risk-return relationships, i.e. parametric restrictions between the conditional mean and the conditional variance of excess returns given a set of unobservable parametric factors.
Juan Carlos Escanciano +2 more
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External force estimation for industrial robots using configuration optimization
Automatika, 2023 External force estimation for industrial robots can be applied to the scenes such as human–robot interaction and robot machining. The model-based methods have gained the attention of many researchers because they only need motor signals.
Yan Lu, Yichao Shen, Chungang Zhuang
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Semi-Parametric Estimation of American Option Prices [PDF]
SSRN Electronic Journal, 2010 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Gagliardini P., Ronchetti D.
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Investigating the Application of Extreme Value Theory in Estimating Liquidity Risk of Accepted Banks in Tehran Stock Exchange [PDF]
فصلنامه بورس اوراق بهادار, 2020 Measuring and estimating the risk is a problem that has long been of concern to the researchers. Various approaches have been proposed in this regard.
Fereshteh Nazari, Nader Rezaei
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An Overview and Open Research Topics in Statistics of Univariate Extremes
Revstat Statistical Journal, 2012 This review paper focuses on statistical issues arising in modeling univariate extremes of a random sample. In the last three decades there has been a shift from the area of parametric statistics of extremes, based on probabilistic asymptotic results in
Jan Beirlant +2 more
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Algorithms for Molecular Biology, 2020 Non-parametric and semi-parametric resampling procedures are widely used to perform support estimation in computational biology and bioinformatics. Among the most widely used methods in this class is the standard bootstrap method, which consists of ...
Wei Wang +3 more
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Statistics of Extremes in Athletics
Revstat Statistical Journal, 2011 TV shows on any athletic event make clear that those who want gold medals cannot dispense statistics. And the statistics more appealing to champions and coachers are the extreme order statistics, and in particular maximum (or minimum) values and records.
Lígia Henriques-Rodrigues +2 more
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