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CSSC
2010
121views more  CSSC 2010»
13 years 4 months ago
An Efficient Estimation for Switching Regression Models: A Monte Carlo Study
This paper investigates an efficient estimation method for a class of switching regressions based on the characteristic function (CF). We show that with the exponential weighting ...
Dinghai Xu
QUESTA
2007
117views more  QUESTA 2007»
13 years 7 months ago
Estimating tail probabilities of heavy tailed distributions with asymptotically zero relative error
Efficient estimation of tail probabilities involving heavy tailed random variables is amongst the most challenging problems in Monte-Carlo simulation. In the last few years, appli...
Sandeep Juneja
WSC
2007
13 years 9 months ago
Derivative estimation with known control-variate variances
We investigate the conception that the sample variance of the control variate (CV) should be used for estimating the optimal linear CV weight, even when the CV variance is known. ...
Jamie R. Wieland, Bruce W. Schmeiser
JAMDS
2000
109views more  JAMDS 2000»
13 years 7 months ago
Robust estimation in Capital Asset Pricing Model
Bian and Dickey (1996) developed a robust Bayesian estimator for the vector of regression coefficients using a Cauchy-type g-prior. This estimator is an adaptive weighted average o...
Wing-Keung Wong, Guorui Bian
TVCG
2011
119views more  TVCG 2011»
13 years 2 months ago
Toward High-Quality Gradient Estimation on Regular Lattices
—In this paper, we present two methods for accurate gradient estimation from scalar field data sampled on regular lattices. The first method is based on the multidimensional Tayl...
Zahid Hossain, Usman R. Alim, Torsten Möller