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CSDA
2008
94views more  CSDA 2008»
13 years 7 months ago
Robust model selection using fast and robust bootstrap
Robust model selection procedures control the undue influence that outliers can have on the selection criteria by using both robust point estimators and a bounded loss function wh...
Matias Salibian-Barrera, Stefan Van Aelst
ESEM
2008
ACM
13 years 9 months ago
A constrained regression technique for cocomo calibration
Building cost estimation models is often considered a search problem in which the solver should return an optimal solution satisfying an objective function. This solution also nee...
Vu Nguyen, Bert Steece, Barry W. Boehm
EOR
2010
125views more  EOR 2010»
13 years 7 months ago
Efficient estimation of large portfolio loss probabilities in t-copula models
We consider the problem of accurately measuring the credit risk of a portfolio consisting of loans, bonds and other financial assets. One particular performance measure of interes...
Joshua C. C. Chan, Dirk P. Kroese
PAMI
2008
174views more  PAMI 2008»
13 years 5 months ago
Geometric Observers for Dynamically Evolving Curves
Abstract-- This paper proposes a deterministic observer design for visual tracking based on non-parametric implicit (level-set) curve descriptions. The observer is continuous-discr...
Marc Niethammer, Patricio A. Vela, Allen Tannenbau...
TSP
2010
13 years 2 months ago
Noisy data and impulse response estimation
Abstract--This paper investigates the impulse response estimation of linear time-invariant (LTI) systems when only noisy finitelength input-output data of the system is available. ...
Soosan Beheshti, Munther A. Dahleh