On parameter estimation in multi-parameter distributions
نویسندگان
چکیده
منابع مشابه
Parameter estimation for tempered power law distributions ∗
Tail estimates are developed for power law probability distributions with exponential tempering using a conditional maximum likelihood approach based on the upper order statistics. The method is demonstrated on simulated data from a tempered stable distribution, and for several data sets from geophysics and finance that show a power law probability tail with some tempering.
متن کاملMulti-Model System Parameter Estimation
We pose a multi-model system parameter estimation problem. A multi-model system is a linearly parameterized system H(z, p) = ∑np i=1 piHi(z). The parameter estimation problem is: given the set of systems {Hi(z)} np i=1, describing the multi-model system, find a causal system that assumes as an input the input/output signals of the multi-model system and produces as an output the parameter estim...
متن کاملParameter estimation of sub-Gaussian stable distributions
In this paper, we present a parameter estimation method for sub-Gaussian stable distributions. Our algorithm has two phases: in the first phase, we calculate the average values of harmonic functions of observations and in the second phase, we conduct the main procedure of asymptotic maximum likelihood where those average values are used as inputs. This implies that the main procedure of our met...
متن کاملStatistical Wavelet-based Image Denoising using Scale Mixture of Normal Distributions with Adaptive Parameter Estimation
Removing noise from images is a challenging problem in digital image processing. This paper presents an image denoising method based on a maximum a posteriori (MAP) density function estimator, which is implemented in the wavelet domain because of its energy compaction property. The performance of the MAP estimator depends on the proposed model for noise-free wavelet coefficients. Thus in the wa...
متن کاملOn Sinusoidal Parameter Estimation
This paper contains a review of the issues surrounding sinusoidal parameter estimation which is a vital part of many audio manipulation algorithms. A number of algorithms which use the phase of the Fourier transform for estimation (e.g. [1]) are explored and shown to be identical. Their performance against a classical interpolation estimator [2] and comparison with the Cramer Rao Bound (CRB) is...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Statistics, Optimization & Information Computing
سال: 2018
ISSN: 2310-5070,2311-004X
DOI: 10.19139/soic.v6i3.583