In this paper we propose the MVDR method, which is based upon the Minimum Variance Distortionless Response (MVDR) spectrum estimation method, for modeling voiced speech. Developed to overcome some of the shortcomings of Linear Prediction models, the MVDR method provides better models for medium and high pitch voiced speech. The MVDR model is an all-pole model whose spectrum is easily obtained f...

This paper presents a new multi-sensor data fusion method based on the combination of wavelet transform (WT) and extended Kalman filter (EKF). Input data are first filtered by a wavelet transform via Daubechies wavelet “db4” functions and the filtered data are then fused based on variance weights in terms of minimum mean square error. The fused data are finally treated by extended Kalman filter...

Xia, Tong, Li and Zhu (2002) proposed a general estimation method termed minimum average variance estimation (MAVE) for semiparametric models. The method has been found very useful in estimating complicated semiparametric models (Xia, Zhang and Tong, 2004; Xia and Härdle, 2006) and general dimension reduction (Xia, 2008; Wang and Xia, 2008). The method is also convenient to combine with other m...

Motivated by the recent work of Herbert, Hayen, Macaskill and Walter [Interval estimation for the difference of two independent variances. Communications in Statistics, Simulation and Computation, 40: 744-758, 2011.], we investigate, in this paper, new confidence intervals for the difference between two normal population variances based on the generalized confidence interval of Weerahandi [Gene...

We study the least squares estimator in the residual variance estimation context. We show that the mean squared differences of paired observations are asymptotically normally distributed. We further establish that, by regressing the mean squared differences of these paired observations on the squared distances between paired covariates via a simple least squares procedure, the resulting varianc...

Inference in the presence of non-ignorable missing data is a widely encountered and difficult problem in statistics. Imputation is often used to facilitate parameter estimation, which allows one to use the complete sample estimators on the imputed data set. We develop a parametric fractional imputation (PFI) method proposed by Kim (2011), which simplifies the computation associated with the EM ...

In the numerous forms of analysis of variance (ANOVA) discussed in previous chapters, variance components were estimated by equating observed mean squares to expressions describing their expected values, these being functions of the variance components. ANOVA has the nice feature that the estimators for the variance components are unbiased regardless of whether the data are normally distributed...

The intra-rater reliability in rating essays is usually indexed by the inter-rater correlation. We suggest an alternative method for estimating intra-rater reliability, in the framework of classical test theory, by using the dis-attenuation formula for inter-test correlations. The validity of the method is demonstrated by extensive simulations, and by applying it to an empirical dataset. It is ...