This paper develops estimation and inference methods for conditional quantile factor models. We first introduce a simple sieve estimation, establish asymptotic properties of the estimators under large $N$. then provide bootstrap procedure estimating distributions estimators. also two consistent number factors. The allow us not only to estimate structures asset returns utilizing characteristics,...

We observe a n -sample, the distribution of which is assumed to belong, or at least be close enough, given mixture model. propose an estimator this that belongs our model and possesses some robustness properties with respect possible misspecification it. establish non-asymptotic deviation bound for Hellinger distance between target its when consists densities belong VC-subgraph classes. Under s...

This paper considers the design of robust`1 estimators based on multiplier theory (which is intimately related to the mixed structured singular value theory) and the application of robust`1 estimators to robust fault detection. The key to estimator-based, robust fault detection is to generate residuals which are robust against plant uncertainties and external disturbance inputs, which in turn r...

The key to estimator-based, robust fault detection is to generate residuals which are robust against plant uncertainties and external disturbance inputs, which in turn requires the design of robust estimators. Hence, this paper considers the design of robust H 2 estimators using a parameter-dependent bounding function approach in conjunction with multiplier theory (which is intimately related t...

The problem of estimating heading is central in the indoor positioning problem based on measurements from inertial measurement and magnetic units. Integrating rate of turn angular rate gives the heading with unknown initial condition and a linear drift over time, while the magnetometer gives absolute heading, but where long segments of data are useless in practice because of magnetic disturbanc...

This paper aims to develop a simple algorithm for determining the direction of ego-motion of a monocular observer in a static environment. Rather than returning a single direction the algorithm returns a set of motion directions known to contain the true direct tion. Translational motion can be arbitrary. The algorithm is based on one invented by Horn and Weldon [1]. It uses only normal compone...

This paper presents an improved version of incremental condition estimation, a technique for tracking the extremal singular values of a triangular matrix as it is being constructed one column at a time. We present a new motivation for this estimation technique using orthogonal projections. The paper focuses on an implementation of this estimation scheme in an accurate and consistent fashion. In...

Estimation of gold reserves and resources has been of interest to mining engineers and geologists for ages. The existence of outlier values shows the economic part of the deposits subject to the fact that don’t depend on the human or technical errors. The presence of these high values causes a pseudo dramatically increment in variance estimation of economical blocks when applying conventional m...