A pre-test like estimator dominating the least-squares method

Computing the Least Median of Squares Estimator

In modern statistics, the robust estimation of parameters of a regression hyperplane is a central problem, i. e., an estimation that is not or only slightly affected by outliers in the data. In this paper we will consider the least median of squares (LMS) estimator. For n points in d dimensions we describe a randomized algorithm for LMS running in O ( nd ) time and O(n) space, for d fixed, and ...

The Multivariate Least Trimmed Squares Estimator

In this paper we introduce the least trimmed squares estimator for multivariate regression. We give three equivalent formulations of the estimator and obtain its breakdown point. A fast algorithm for its computation is proposed. We prove Fisherconsistency at the multivariate regression model with elliptically symmetric error distribution and derive the influence function. Simulations investigat...

Least – Squares Method For Estimating Diffusion Coefficient

 Abstract: Determination of the diffusion coefficient on the base of solution of a linear inverse problem of the parameter estimation using the Least-square method is presented in this research. For this propose a set of temperature measurements at a single sensor location inside the heat conducting body was considered. The corresponding direct problem was then solved by the application of the ...

LEAST – SQUARES METHOD FOR ESTIMATING DIFFUSION COEFFICIENT

Determining the diffusion coefficient based on the solution of the linear inverse problem of the parameter estimation by using the Least-square method is presented. A set of temperature measurements at a single sensor location inside the heat conducting body is required. The corresponding direct problem will be solved by an application of the heat fundamental solution.

Coarse-to-Fine Least Squares Motion Estimator