711 search results - page 38 / 143 » On multivariate estimation by thresholding |
CSDA
2006
13 years 9 months ago
2006
We propose a multivariate methodology based on Functional Gradient Descent to estimate and forecast time-varying expected bond returns. Backtesting our procedure on US monthly dat...
ICIP
2009
IEEE
14 years 10 months ago
2009
IEEE
Sparse Orthonormal Transforms (SOT) has recently been proposed as a data compression method that can achieve sparser representations in transform domain. Given initial conditions,...
CSDA
2007
13 years 9 months ago
2007
Abstract. Censored quantile regressions (CQR) are a valuable tool in economics and engineering. The computation of estimators is highly complex and the performance of standard meth...
TSP
2008
13 years 9 months ago
2008
Abstract-- We consider distributed parameter estimation using quantized observations in wireless sensor networks where due to bandwidth constraint, each sensor quantizes its local ...
GLOBECOM
2006
IEEE
14 years 3 months ago
2006
IEEE
— The optimum detection of binary antipodal signals in additive white Gaussian noise (AWGN) channels with Gaussian channel estimation error has been studied in prior work. In thi...