The wavelet variance provides a scale-based decomposition of the process variance for a time series or random field. It has seen increasing use in geophysics, astronomy, genetics, hydrology, medical imaging, oceanography, soil science, signal processing and texture analysis. In practice, however, data collected in the form of a time series or random field often suffer from various types of cont...

Least-squares variance component estimation (LS-VCE) is a simple, flexible and attractive method for the estimation of unknown variance and covariance components. LS-VCE is simple because it is based on the well-known principle of LS; it is flexible because it works with a userdefined weight matrix; and it is attractive because it allows one to directly apply the existing body of knowledge of L...

The nonparametric problem of estimating a variance based on a sample of size n from a univariate distribution which has a known bounded range but is otherwise arbitrary is treated. For squared error loss, a certain linear function of the sample variance is seen to be minimax for each n from 2 through 13, except n = 4. For squared error loss weighted by the reciprocal of the variance, a constant...

Figure 3: The distribution of the estimated noise in an image (Lenna) to which noise with a uniform shaped distribution is added. Also shown are the true noise distribution and the theoretically estimated distribution. The latter is obtained by convolving the (truncated) uniform function with a normal function.

if we try to estimate the parameters of the ar process {xn} using the observed process {xn+zn} then these estimates will be badly biased and not consistent but we can minimize the damage using a robust estimation procedure such as gm-estimation. the question is does additive contamination affect estimates of “core” parameters in the infinite variance case to the same extent that it does in the ...

Use of variance-component estimation for mapping of quantitative-trait loci in humans is a subject of great current interest. When only trait values, not genotypic information, are considered, variance-component estimation can also be used to estimate heritability of a quantitative trait. Inbred pedigrees present special challenges for variance-component estimation. First, there are more varian...

Consider a Gaussian nonparametric regression problem having both an unknown mean function and unknown variance function. This article presents a class of difference-based kernel estimators for the variance function. Optimal convergence rates that are uniform over broad functional classes and bandwidths are fully characterized, and asymptotic normality is also established. We also show that for ...