搜索结果: 1-9 共查到“统计学其他学科 M-estimator”相关记录9条 . 查询时间(5.953 秒)
The Super Robustness of Maximum Likelihood Location Estimator of Exponential Power Distribution, when p < 1
The Super Robustness Maximum Likelihood Location Estimator Exponential Power Distribution p < 1
2012/9/18
We proof that statistically, the maximum likelihood location estimator of exponential power distribution is strict super robust, when p < 1.
The maximum likelihood drift estimator for mixed fractional Brownian motion
mixed fractional Brownian motion maximum likelihood estimator large sample asymptotic
2012/9/18
The paper is concerned with the maximum likelihood estimator (MLE) of the unknown drift parameterθ∈Rin the continuous-time regression model Xt =θt+Bt +BHt,t ∈[0, T] whereBt is the Brownian motion and ...
The Multivariate $S_n$ Estimator
Outlier detection robust estimation multivariate ranking multivariate statistics.
2012/9/17
In this note we introduce the MSn estimator (for Multivariate Sn) a new robust estimator of multivariate ranking. Like MVE and MCD it searches for anh-subset which mini-mizes a criterion. The differen...
A Robust, Fully Adaptive M-estimator for Pointwise Estimation in Heteroscedastic Regression
Adaptation Huber contrast Lepski’s method M-estimation minimax estimation nonparamet-ric regression pointwise estimation robust estimation.
2012/9/19
We introduce a robust and fully adaptive method for pointwise estimation in heteroscedastic regression. We allow for noise and design distributions that are unknown and fulfill very weak assumptions o...
A Subspace Estimator for Fixed Rank Perturbations of Large Random Matrices
Large Random Matrix Theory MUSIC Algorithm Extreme Eigenvalues
2011/7/6
This paper deals with the problem of parameter estimation based on certain eigenspaces of the empirical covariance matrix of an observed multidimensional time series, in the case where the time series...
Asymptotic properties of an estimator of the drift coefficients of multidimensional Ornstein-Uhlenbeck processes that are not necessarily stable
Ornstein-Uhlenbeck processes stable process drift coefficient matrix estimation consistency asymptotic efficiency
2009/9/16
In this paper, we investigate the consistency and asymptotic efficiency of an estimator of the drift matrix, $F$, of Ornstein-Uhlenbeck processes that are not necessarily stable. We consider all the c...
On the asymptotic properties of the group lasso estimator for linear models
Least Squares Sparsity Group-Lasso Model Selection Oracle Inequalities Persistence
2009/9/16
We establish estimation and model selection consistency, prediction and estimation bounds and persistence for the group-lasso estimator and model selector proposed by Yuan and Lin (2006) for least squ...
Maximum pseudolikelihood estimator for exponential family models of marked Gibbs point processes
stationary marked Gibbs point processes pseudolikelihood method minimum contrast estimators
2009/9/16
This paper is devoted to the estimation of a vector θ parametrizing an energy function of a Gibbs point process, via the maximum pseudolikelihood method. Strong consistency and asymptotic normality re...
A strong uniform convergence rate of a kernel conditional quantile estimator under random left-truncation and dependent data
Kernel estimator quantile function rate of convergence strong mixing strong uniform consistency truncated data
2009/9/16
In this paper we study some asymptotic properties of the kernel conditional quantile estimator with randomly left-truncated data which exhibit some kind of dependence. We extend the result obtained by...
