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M-ESTIMATORS: 作品数：15被引量：19H指数：3; 导出分析报告; 相关领域：自动化与计算机技术理学更多>>; 相关作者：郑南宁王飞张雪涛张洁玉陈强更多>>; 相关机构：西安交通大学南京理工大学北京大学更多>>; 相关期刊：《Science China Mathematics》《Science China(Information Sciences)》《Tsinghua Science and Technology》《Journal of Computer Science & Technology》更多>>; 相关基金：国家自然科学基金更多>>

On robust spectrum sensing using M-estimators of covariance matrix: 《Science China(Information Sciences)》2020年第8期259-261,共3页Zhedong LIU Abla KAMMOUN Mohamed-Slim ALOUINI; Dear editor,Most of the spectrum sensing techniques are designed for Gaussian noise.These techniques do not consider the environment with the non-Gaussian(impulsive or heavy-tailed)noise.In a wireless communication sy...; 关键词：SPECTRUM MATRIX EDITOR

Unified Asymptotic Results for Maximum Spacing and Generalized Spacing Methods for Continuous Models被引量：1: 《Open Journal of Statistics》2018年第3期614-639,共26页Andrew Luong; Asymptotic results are obtained using an approach based on limit theorem results obtained for α-mixing sequences for the class of general spacings (GSP) methods which include the maximum spacings (MSP) method. The MS...; 关键词：MAXIMUM Product of SPACINGS M-ESTIMATORS QUASI-LIKELIHOOD Ratio Test Statistic Α-MIXING Sequences

Likelihood and Quadratic Distance Methods for the Generalized Asymmetric Laplace Distribution for Financial Data被引量：1: 《Open Journal of Statistics》2017年第2期347-368,共22页Andrew Luong; Maximum likelihood (ML) estimation for the generalized asymmetric Laplace (GAL) distribution also known as Variance gamma using simplex direct search algorithms is investigated. In this paper, we use numerical direct ...; 关键词：M-ESTIMATORS CUMULANT Generating Function CHI-SQUARE Tests Generalized Hyperbolic Distribution SIMPLEX Pattern Search Variance Gamma Minimum Distance VALUE at RISK Entropic VALUE at RISK European Call Option

Robust Inference for Time-Varying Coefficient Models with Longitudinal Data: 《Open Journal of Statistics》2015年第7期702-713,共12页Zhaofeng Wang Jiancheng Jiang Qunyi Qiu; Time-varying coefficient models are useful in longitudinal data analysis. Various efforts have been invested for the estimation of the coefficient functions, based on the least squares principle. Related work includes...; 关键词：LOCAL POLYNOMIAL SMOOTHING Longitudinal Data LOCAL M-ESTIMATORS Generalized LIKELIHOOD RATIO Tests

SELECTING AN ADAPTIVE SEQUENCE FOR COMPUTING RECURSIVE M-ESTIMATORS IN MULTIVARIATE LINEAR REGRESSION MODELS被引量：2: 《Journal of Systems Science & Complexity》2013年第4期583-594,共12页MIAO Baiqi TONG Qian WU Yuehua JIN Baisuo; supported by the National Natural Science Foundation for Young Scientists of China under Grant No.11101397;the Natural Sciences and Engineering Research Council of Canada; In this paper, the authors consider an adaptive recursive algorithm by selecting an adaptive sequence for computing M-estimators in multivariate linear regression models. Its asymptotic property is investigated. The r...; 关键词：Adaptive sequence M-ESTIMATION multivariate linear model recursive algorithm scatter parameters.

Moderate Deviations for M-estimators in Linear Models with φ-mixing Errors被引量：2: 《Acta Mathematica Sinica,English Series》2012年第6期1275-1294,共20页Jun FAN; Supported by National Natural Science Foundation of China (Grant Nos. 10871153 and 10971047); In this paper, the moderate deviations for the M-estimators of regression parameter in a linear model are obtained when the errors form a strictly stationary Ф-mixing sequence. The results are applied to study many d...; 关键词：Moderate deviations M-ESTIMATOR least absolute deviation estimator linear regression

Nonlocal-Means Image Denoising Technique Using Robust M-Estimator被引量：4: 《Journal of Computer Science & Technology》2010年第3期623-631,共9页Dinesh J. Peter V. K. Govindan Abraham T. Mathew; Edge preserved smoothing techniques have gained importance for the purpose of image processing applications A good edge preserving filter is given by nonlocal-means filter rather than any other linear model based appr...; 关键词：image processing denoising technique nonlocal-means filter robust M-estimators

LIMITING BEHAVIOR OF RECURSIVE M-ESTIMATORS IN MULTIVARIATE LINEAR REGRESSION MODELS AND THEIR ASYMPTOTIC EFFICIENCIES: 《Acta Mathematica Scientia》2010年第1期319-329,共11页缪柏其吴月华刘东海; supported by the Natural Sciences and Engineering Research Council of Canada;the National Natural Science Foundation of China;the Doctorial Fund of Education Ministry of China;supported by the Natural Sciences and Engineering Research Council of Canada;supported by the National Natural Science Foundation of China; Recursive algorithms are very useful for computing M-estimators of regression coefficients and scatter parameters. In this article, it is shown that for a nondecreasing ul （t）, under some mild conditions the recursi...; 关键词：asymptotic efficiency asymptotic normality asymptotic relative efficiency least absolute deviation least squares M-ESTIMATION multivariate linear optimal estimator reeursive algorithm regression coefficients robust estimation regression model

一种改进的M-Estimators基础矩阵鲁棒估计法被引量：6: 《中国图象图形学报》2009年第8期1663-1668,共6页张洁玉陈强刘复昌夏德深; 香港中文大学科研基金项目(2050345); 针对原M-Estimators算法完全依赖由线性最小二乘法估计得到的矩阵初始值,精度较低稳定性差的缺点,提出了一种改进的M-Estimators算法。通过考虑匹配点与对应极线的距离,计算求得较原M-Estimators算法更加精确的矩阵初始值,再利用此初始...; 关键词：基础矩阵鲁棒性精确初始矩阵 M估计法最小中值法

Bahadur Representation of Nonparametric M-Estimators for Spatial Processes: 《Acta Mathematica Sinica,English Series》2008年第11期1871-1882,共12页Jia CHEN De Gui LI Li Xin ZHANG; National Natural Science Foundation of China (No.10771192); Under some mild conditions, we establish a strong Bahadur representation of a general class of nonparametric local linear M-estimators for mixing processes on a random field. If the socalled optimal bandwidth hn = O（...; 关键词：Bahadur representation local linear M-estimator spatial processes strongly mixing

M-ESTIMATORS