Three early papers on efficient parametric estimation
نویسندگان
چکیده
منابع مشابه
Three Papers by Peter Bickel on Nonparametric Curve Estimation
The following is a brief review of three landmark papers of Peter Bickel on theoretical and methodological aspects of nonparametric density and regression estimation and the related topic of goodness-of-fit testing, including a class of semiparametric goodness-of-fit tests. We consider the context of these papers, their contribution and their impact. Bickel’s first work on density estimation wa...
متن کاملEfficient Parametric Projection Pursuit Density Estimation
Product models of low dimensional experts are a powerful way to avoid the curse of dimensionality. We present the "under complete product of experts" (UPoE), where each expert models a one dimensional pro jection of the data. The UPoE may be inter preted as a parametric probabilistic model for projection pursuit. Its ML learning rules are identical to the approximate learning rules proposed ...
متن کاملNotes on Non-parametric estimation
To tie up the discussion on the topic op estimation, more specifically spectral estimation, we derive here some tighter properties related to the direct use of the Fourier Transform, as contrasted to the properties of parametric methods such as the Levinson-Schur algorithm, where parameters of a model are estimated. We shall obtain a better insight in how well the Fourier Transform on discrete ...
متن کاملOn Recursive Parametric Estimation Theory
The classical non-recursive methods to estimate unknown parameters of the model, such as the maximum likelihood method, the method of least squares etc. eventually require maximization procedures. These methods are often difficult to implement, especially for non i.i.d. models. If for every sample size n, when new data are acquired, an estimator has to be computed afresh, and if a numerical met...
متن کاملEfficient multipath channel estimation using a semi-blind parametric technique
In this paper a parametric method for estimating the unknown channel impulse response (CIR) in a semi-blind manner is proposed. The main trait of this method is that instead of seeking the whole CIR sequence, only the unknown time delays and attenuation factors of the physical channel multipath components are estimated. The technique is based on a suitable application of the Subchannel Response...
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: Statistical Science
سال: 1997
ISSN: 0883-4237
DOI: 10.1214/ss/1029963260