This work is supported by the Universiti Kebangsaan Malaysia[Grant Number DIP-2018-038].
In modeling reliability data,the exponential distribution is commonly used due to its simplicity.For estimating the parameter of the exponential distribution,classical estimators including maximum likelihood estimator...
We introduce two exponentially stochastic differentiability conditions to study moderate deviations for M-estimators. Under a generalized exponentially stochastic differentiability condition, a moderate deviation prin...
Supported by the National Natural Science Foundation of China(No.71673315);Foundation of Beijing Technology and Business University(LKJJ2016-03);Capital Circulation Research Base(JD-YB-2017-016)
This paper studies an M-estimator of a proxy periodic GARCH (p, q) scaling model and establishes its consistency and asymptotic normality. Simulation studies are carried out to assess the performance of the estimato...
supported by National Natural Science Foundation of China (Grant No. 11571218);the State Key Program in the Major Research Plan of National Natural Science Foundation of China (Grant No. 91546202);Program for Changjiang Scholars and Innovative Research Team in Shanghai University of Finance and Economics (Grant No. IRT13077);Program for Innovative Research Team of Shanghai University of Finance and Economics
We review some recent approaches to robust approximations of low-rank data matrices.We consider the problem of estimating a low-rank mean matrix when the data matrix is subject to measurement errors as well as gross o...
Supported by Special Scientific Research Fund of Meteorological Public Welfare Profession of China(GYHY201406028);Meteorological Open Research Fund for Huaihe River Basin(HRM201407);Anhui Meteorological Bureau Science and Technology Development Fund(RC201506)
This paper adopts satellite channel brightness temperature simulation to study M-estimator variational retrieval. This approach combines both the advantages of classical variational inversion and robust M-estimators. ...
Supported by the National High Technology Research and Development Program of China(2010AA09Z104);the Fundamental Research Funds of the Zhejiang University(2014FZA5020)
Mobile robot systems performing simultaneous localization and mapping(SLAM) are generally plagued by non-Gaussian noise.To improve both accuracy and robustness under non-Gaussian measurement noise,a robust SLAM algori...