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» On multivariate estimation by thresholding
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MA
2010
Springer
117views Communications» more  MA 2010»
13 years 7 months ago
Thresholding projection estimators in functional linear models
We consider the problem of estimating the regression function in functional linear regression models by proposing a new type of projection estimators which combine
Hervé Cardot, Jan Johannes
NECO
2000
88views more  NECO 2000»
13 years 8 months ago
Practical Identifiability of Finite Mixtures of Multivariate Bernoulli Distributions
The class of finite mixtures of multivariate Bernoulli distributions is known to be nonidentifiable, i.e., different values of the mixture parameters can correspond to exactly the...
Miguel Á. Carreira-Perpiñán, ...
AICT
2006
IEEE
129views Communications» more  AICT 2006»
14 years 20 days ago
Stochastic Thresholding: An approach to Estimator Optimization via Fisher Information Maximization
In stochastic thresholding, the threshold for quantization of a signal is randomized. An estimator based on quantized signal data can be optimized through stochastic thresholding. ...
Samudra Dasgupta
MA
2010
Springer
98views Communications» more  MA 2010»
13 years 7 months ago
The Stein phenomenon for monotone incomplete multivariate normal data
We establish the Stein phenomenon in the context of two-step, monotone incomplete data drawn from Np+q(µ, Σ), a multivariate normal population with mean µ and covariance matrix...
Donald St. P. Richards, Tomoya Yamada
MA
2010
Springer
135views Communications» more  MA 2010»
13 years 7 months ago
Asymptotic expansion of the minimum covariance determinant estimators
In Cator and Lopuha¨a [3] an asymptotic expansion for the MCD estimators is established in a very general framework. This expansion requires the existence and non-singularity of ...
Eric A. Cator, Hendrik P. Lopuhaä