Comparison among Three Estimators for High Order Statistics
نویسندگان
چکیده
Most of recent and important algorithms in signal processing (for blind identification or separation, etc) are based on higher order statistics (HOS). And most of them use a criteria based on the fourth order statistics (moment or cumulant). The problem of using HOS consists on the estimation of the statistics. In the literature, three different estimators of the fourth order cumulant were used. In this paper, we show by an experimental study that the performance of these estimators depend on the nature of the real stochastic signal (stationary or non-stationary). We found that when choosing the estimator, one must take in consideration the signal statistical properties.
منابع مشابه
Inferences for Extended Generalized Exponential Distribution based on Order Statistics
‎Recently‎, ‎a new distribution‎, ‎named as extended generalized exponential distribution‎, ‎has been introduced by Kundu and Gupta (2011). ‎In this paper‎, ‎we consider the extended generalized exponential distribution with known shape parameters α and β. ‎At first‎, ‎the exact expressions for marginal and product moments of o...
متن کاملNon-linear Bayesian prediction of generalized order statistics for liftime models
In this paper, we obtain Bayesian prediction intervals as well as Bayes predictive estimators under square error loss for generalized order statistics when the distribution of the underlying population belongs to a family which includes several important distributions.
متن کاملComparison of Small Area Estimation Methods for Estimating Unemployment Rate
Extended Abstract. In recent years, needs for small area estimations have been greatly increased for large surveys particularly household surveys in Sta­ tistical Centre of Iran (SCI), because of the costs and respondent burden. The lack of suitable auxiliary variables between two decennial housing and popula­ tion census is a challenge for SCI in using these methods. In general, the...
متن کاملPitman Closest Estimators Based on Convex Linear Combinations of Two Contiguous Order Statistics
Comparisons of best linear unbiased estimatorswith someother prominent estimators have been carried out over the last six decades since the ground breaking work of Lloyd [13]; see Arnold et al. [1] and David and Nagaraja [9] for elaborate details in this regard. Recently, Pitman closeness comparison of order statistics as estimators for population parameters, such as medians and quantiles, and ...
متن کاملAsymptotic Distributions of Estimators of Eigenvalues and Eigenfunctions in Functional Data
Functional data analysis is a relatively new and rapidly growing area of statistics. This is partly due to technological advancements which have made it possible to generate new types of data that are in the form of curves. Because the data are functions, they lie in function spaces, which are of infinite dimension. To analyse functional data, one way, which is widely used, is to employ princip...
متن کامل