Download or read book An Adaptive Choice of the Scale Parameter for M estimators written by Robert Michael Bell and published by . This book was released on 1980 with total page 170 pages. Available in PDF, EPUB and Kindle. Book excerpt: Let x sub 1 to x sub n be a random sample from a distribution symmetric about the unknown location parameter theta. A major class of robust estimators of location is the class of M-estimators, each of which corresponds to a function psi defined on the reals. To be scale equivariant, these estimators require the use of a scale equivariant function of the sample. Commonly, this scale parameter is chosen to be a constant times the sample MAD (medial absolute deviation from the median). For a given function psi, the variance of the corresponding M-estimator vaires considerably with the value of the scale parameter. It is therefore proposed that the value which minimizes an estimate of the asymptotic variance of the M-estimator be used as the scaling factor. This adaptive method of scaling is shown to be asymptotically optimal (under fairly general conditions), in the sense that the resulting M-estimator has the smallest possible asymptotic variance among all M-estimators based on psi. In particular, when the underlying distribution is normal, the adaptive estimator based on any reasonable psi achieves full asymptotic efficiency, i.e., is asymptotically equivalent to the sample mean. The performance of the estimator for small samples is investigated by Monte Carlo methods for several choices of psi using the triefficiency criteria. A slight modification of the above estimator compares favorably with Tukey's bisquare M-estimator for sample sizes as small as 20. (Author).
Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1988 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book A Density Quantile Function Approach to Adaptive Location Or Scale Parameter Estimation written by Randall L. Eubank and published by . This book was released on 1981 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt: Two adaptive estimation procedures are developed for location or scale parameter estimation through the use of the asymptotically best linear unbiased estimator based on sample order statistics. The two procedures differ in their use of the data to guide optimal order statistic selection and are, consequently, termed partially and fully adaptive to indicate the associated degree of guidance. The partially adaptive procedure is developed in a data summary framework, similar to that utilized in exploratory data analysis, which provides a computationally simple scheme for obtaining estimators with high guaranteed asymptotic relative efficiency. The partially adaptive approach can also be viewed as providing techniques for adaptive data summary construction. (Author).
Download or read book Adaptive Regression written by Yadolah Dodge and published by Springer Science & Business Media. This book was released on 2012-10-01 with total page 188 pages. Available in PDF, EPUB and Kindle. Book excerpt: While there have been a large number of estimation methods proposed and developed for linear regression, none has proved good for all purposes. This text focuses on the construction of an adaptive combination of two estimation methods so as to help users make an objective choice and combine the desirable properties of two estimators.
Download or read book Research in Progress written by and published by . This book was released on 1980 with total page 160 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Technical Abstract Bulletin written by and published by . This book was released on 1980 with total page 216 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Markov Random Field Modeling in Image Analysis written by Stan Z. Li and published by Springer Science & Business Media. This book was released on 2009-04-03 with total page 372 pages. Available in PDF, EPUB and Kindle. Book excerpt: Markov random field (MRF) theory provides a basis for modeling contextual constraints in visual processing and interpretation. It enables us to develop optimal vision algorithms systematically when used with optimization principles. This book presents a comprehensive study on the use of MRFs for solving computer vision problems. Various vision models are presented in a unified framework, including image restoration and reconstruction, edge and region segmentation, texture, stereo and motion, object matching and recognition, and pose estimation. This third edition includes the most recent advances and has new and expanded sections on topics such as: Bayesian Network; Discriminative Random Fields; Strong Random Fields; Spatial-Temporal Models; Learning MRF for Classification. This book is an excellent reference for researchers working in computer vision, image processing, statistical pattern recognition and applications of MRFs. It is also suitable as a text for advanced courses in these areas.
Download or read book Research in Progress Between and written by United States. Army Research Office and published by . This book was released on 1978 with total page 458 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Use of the Bootstrap in an Adaptive Statistical Procedure written by Christian Léger and published by Ann Arbor, Mich. : University Microfilms International. This book was released on 1988 with total page 282 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Robust Statistical Procedures written by Jana Jurecková and published by John Wiley & Sons. This book was released on 1996-04-19 with total page 496 pages. Available in PDF, EPUB and Kindle. Book excerpt: A broad and unified methodology for robust statistics—with exciting new applications Robust statistics is one of the fastest growing fields in contemporary statistics. It is also one of the more diverse and sometimes confounding areas, given the many different assessments and interpretations of robustness by theoretical and applied statisticians. This innovative book unifies the many varied, yet related, concepts of robust statistics under a sound theoretical modulation. It seamlessly integrates asymptotics and interrelations, and provides statisticians with an effective system for dealing with the interrelations between the various classes of procedures. Drawing on the expertise of researchers from around the world, and covering over a decade's worth of developments in the field, Robust Statistical Procedures: Asymptotics and Interrelations: Discusses both theory and applications in its two parts, from the fundamentals to robust statistical inference Thoroughly explores the interrelations between diverse classes of procedures, unlike any other book Compares nonparametric procedures with robust statistics, explaining in detail asymptotic representations for various estimators Provides a timesaving list of mathematical tools for the problems under discussion Keeps mathematical abstractions to a minimum, in spite of its largely theoretical content Includes useful problems and exercises at the end of each chapter Offers strategies for more complex models when using robust statistical procedures Self-contained and rounded in approach, this book is invaluable for both applied statisticians and theoretical researchers; for graduate students in mathematical statistics; and for anyone interested in the influence of this methodology.
Download or read book On Adaptive Scale equivariant M estimators in Linear Models written by Jana Jurečková and published by . This book was released on 1982 with total page 7 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Government Reports Announcements Index written by and published by . This book was released on 1981 with total page 864 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Advances in Econometrics Operational Research Data Science and Actuarial Studies written by M. Kenan Terzioğlu and published by Springer Nature. This book was released on 2022-01-17 with total page 607 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents techniques and theories drawn from mathematics, statistics, computer science, and information science to analyze problems in business, economics, finance, insurance, and related fields. The authors present proposals for solutions to common problems in related fields. To this end, they are showing the use of mathematical, statistical, and actuarial modeling, and concepts from data science to construct and apply appropriate models with real-life data, and employ the design and implementation of computer algorithms to evaluate decision-making processes. This book is unique as it associates data science - data-scientists coming from different backgrounds - with some basic and advanced concepts and tools used in econometrics, operational research, and actuarial sciences. It, therefore, is a must-read for scholars, students, and practitioners interested in a better understanding of the techniques and theories of these fields.
Download or read book Robust Estimates of Location written by David F. Andrews and published by Princeton University Press. This book was released on 2015-03-08 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt: Because estimation involves inferring information about an unknown quantity on the basis of available data, the selection of an estimator is influenced by its ability to perform well under the conditions that are assumed to underlie the data. Since these conditions are never known exactly, the estimators chosen must be robust; i.e., they must be able to perform well under a variety of underlying conditions. The theory of robust estimation is based on specified properties of specified estimators under specified conditions. This book was written as the result of a study undertaken to establish the interaction of these three components over as large a range as possible. Originally published in 1972. The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original texts of these important books while presenting them in durable paperback and hardcover editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.
Download or read book Technical Report written by University of Wisconsin--Madison. Department of Statistics and published by . This book was released on 1972 with total page 774 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Optimal Decision Making in Operations Research and Statistics written by Irfan Ali and published by CRC Press. This book was released on 2021-11-29 with total page 434 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book provides insights in the decision-making for implementing strategies in various spheres of real-world issues. It integrates optimal policies in various decisionmaking problems and serves as a reference for researchers and industrial practitioners. Furthermore, the book provides sound knowledge of modelling of real-world problems and solution procedure using the various optimisation and statistical techniques for making optimal decisions. The book is meant for teachers, students, researchers and industrialists who are working in the field of materials science, especially operations research and applied statistics.
Download or read book Annual Commencement written by Stanford University and published by . This book was released on 1978 with total page 445 pages. Available in PDF, EPUB and Kindle. Book excerpt:
