نتایج جستجو برای: parametric estimation
تعداد نتایج: 317798 فیلتر نتایج به سال:
A resource-efficient approach to making inferences about the distributional properties of the failure times in a competing risks setting is presented. Efficiency is gained by observing recurrences of the compet- ing risks over a random monitoring period. The resulting model is called the recurrent competing risks model (RCRM) and is coupled with two repair strategies whenever the system fails. ...
We consider the estimation of affine transformations aligning a known 2D shape and its distorted observation. The classical way to solve this registration problem is to find correspondences between the shapes and then compute the transformation parameters from these landmarks. Here we propose a novel approach where the exact transformation is obtained as the solution of a polynomial system of e...
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 ...
• This review paper focuses on statistical issues arising in modeling univariate extremes of a random sample. In the last three decades there has been a shift from the area of parametric statistics of extremes, based on probabilistic asymptotic results in extreme value theory, towards a semi-parametric approach, where the estimation of the right and/or left tail-weight is performed under a quit...
In this paper, we propose a non-parametric method for state estimation of high-dimensional nonlinear stochastic dynamical systems. We combine diffusion maps, a manifold learning technique, with a linear Kalman filter and with concepts from Koopman operator theory. More concretely, using diffusion maps, we construct data-driven virtual state coordinates, which linearize the system model. Based o...
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