منابع مشابه
A Robust Estimation of Location and Scatter
Statisticians face increasingly the task of analyzing large and high dimension multivariate data sets. This is due to the advances in computer technology which have facilitated greatly the collection of large data sets and, on the other hand, to the fact that most statistical experiments are multivariate in nature. One of the primary problems encountered in this task is robust estimation of loc...
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This paper introduces a new point estimation algorithm, with particular focus on coherent noise suppression, given several measurements of the device under test where it is assumed that 1) the noise is first-order stationery and 2) the device under test is linear and time-invariant. The algorithm exploits the robustness of the Pitman estimator of the Cauchy location parameter through the initia...
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ژورنال
عنوان ژورنال: The Annals of Mathematical Statistics
سال: 1964
ISSN: 0003-4851
DOI: 10.1214/aoms/1177703732