If we have a parametric model for the invariant distribution of a Markov chain but cannot or do not want to use any information about the transition distribution (except, perhaps, that the chain is reversible) | what, then, is the best use we can make of the observations? It is not optimal to proceed as if the observations were i.i.d. We determine a lower bound for the asymptotic variance of es...

In this paper, a non-parametric approach is proposed for the recognition of paper currency. The proposed approach is based on the development of a non-parametric model for each kind of paper currency. The model is obtained by averaging all available samples of a banknote. In order to get a reliable model, all banknotes should be aligned which is ensured in this work by a new proposed capturing ...

Many different parametric models for video quality assessment have been proposed in the past few years. This paper presents a review of nine recent models which cover a wide range of methodologies and have been validated for estimating video quality due to different degradation factors. Each model is briefly described with key algorithms and relevant parametric formulas. The generalization capa...

Suppose we have speciied a parametric model for the transition distribution of a Markov chain, but that the true transition distribution does not belong to the model. Then the maximum likelihood estimator estimates the parameter which maximizes the Kullback{Leibler information between the true transition distribution and the model. We prove that the maximum likelihood estimator is asymp-totical...

A process-based parametric model for product cost estimation has been developed in this paper. In the model, the production activities of a manufacturing system are classified and their consumption characteristics (mainly the activity cost rates) are analyzed with the Activity-based costing (ABC) method. The relationship from product parameters (the order quantity and design parameters) to the ...

As cancer therapy has progressed dramatically, its goal has shifted toward cure of the disease (curative therapy) rather than prolongation of time to death (life-prolonging therapy). Consequently, the proportion of cured patients (c) has become an important measure of the long-term survival benefit derived from therapy. In 1949, Boag addressed this issue by developing the parametric log-normal ...

In this paper, we investigate the asymmetry in the tail dependence between US equity portfolios and the aggregate US market. Given the limited number of observations in the tails of a joint distribution, standard non-parametric measures of tail dependence often have poor finite-sample properties. We therefore develop a parametric model for measuring and testing asymmetry in tail dependence, usi...

The sandwich estimator, often known as the robust covariance matrix estimator or the empirical covariance matrix estimator, has achieved increasing use with the growing popularity of generalized estimating equations. Its virtue is that it provides consistent estimates of the covariance matrix for parameter estimates even when a parametric model fails to hold, or is not even specified. Surprisin...

In this paper a novel decomposition of spatial channels is developed to provide insight into spatial aspects of multiple antenna communication systems. The underlying physics of the free space propagation is used to model the channel in scatterer free regions around the transmitter and the receiver, and the rest of the complex scattering media is represented by a parametric model. The channel m...