Robust Estimation – General Idea and Properties
Robust estimation in time series with long and short memory properties
... is an ARF IMA(0, d, 0) process. Let ˆ d ∗ be the estimator of d ∗ and let ˆ d be the fractional estimator obtained from the differenced data. The main goal is to verify the equality ˆ d ∗ = ˆ d + 1 for uncontaminated ...
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Robust Bayesian Estimation
... are robust against outliers, where we define an outlier to be an observation which is unlikely to have been generated by the assumed sampling ...a robust sampling ...a robust model has to be adopted? ...
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General Trimmed Estimation: Robust Approach to Nonlinear and Limited Dependent Variable Models
... proposed general trimmed estimator (GTE) does not only include LTS, LTA, and MTLE as special cases, but also allows for application of the trimming principle to many existing parametric and semipara- metric ...
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Model-Robust Interval Estimation
... interval estimation, length-optimal confidence intervals, which is a general methodology for modifying score and likelihood-type confidence intervals that yields intervals with shorter ...more ...
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Robust small area estimation
... a general model assisted model and design consistent empirical best predictor methodology for a finite population domain ...error estimation of their proposed predictor for a general situation and is ...
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Robust estimation of (partial) autocorrelation
... The autocorrelation function (acf) and the partial autocorrelation function (pacf) are elementary tools of linear time series analysis. The graphical presentation as a correlogram gives an idea of the linear ...
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Robust estimation for ordinal regression.
... In general, when estimating parameters by means of Maximum Like- lihood, it is expected that outliers will have a devastating impact on the ...Also, robust estimation techniques have been intro- ...
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Robust estimation of sulcal morphology
... As with the individual sulci measures, we did observe a difference between samples where some age-related measures were less sensitive in the East Asian lifespan sample (SALD), here in the ventricle volume correla- tion ...
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Robust Region-of-Attraction Estimation
... The idea is to augment the closed-loop system that was de- signed without taking actuator saturation into consideration so that the negative effect of actuator saturation is ...
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Robust designs for series estimation
... title Robust Designs for Series Estimation Abstract We discuss optimal design problems for a popular method of series estimation in regression ...a general perspective of constructing ...
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Robust Kernel Density Estimation
... We remark that the definition of the RKDE does not require that k σ be a reproducing kernel, only that the functions Φ(x) = k σ ( · , x) belong to a Hilbert space. Indeed, almost all of the results presented below hold ...
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Robust designs for series estimation
... direct estimation, and present two motivating examples which arise from applications in shape and image ...are robust with respect to the model assumptions, in particular with respect to the bias obtained ...
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Robust estimation : limit theorems and their applications
... locally robust properties but these may not be reflected by the corres ponding distance. The implication of the existence of multiple local minima is that a search must be undertaken with a host of initial ...
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Robust estimation of hydrological model parameters
... soil-moisture and P W P is limiting soil-moisture at which potential evapotranspiration take place. Runoff generation is simulated by a nonlinear function of the actual soil mois- ture and precipitation. The runoff ...
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Robust and sparse estimation in high-dimensions.
... of robust estimation are ...theoretical properties of the shooting S-estimator still need to be ...the idea of the shooting S to obtain a shooting ...model estimation could be performed ...
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Outlier Robust Small Area Estimation
... this idea to the small area estimation situation and we propose two different analytical mean squared error (MSE) estimators for outlier robust predictors of small area ...area estimation ...
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Robust Estimation for Fisher Discriminant Analysis
... Fisher Linear Discriminant Analysis (LDA) is a well-known classication method, but it is also well-known for not being robust against outliers. This paper investigates the uses of two methods for data classication ...
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Model Averaged Double Robust Estimation
... immediately clear to us whether the method of Han and Wang (2013) extends to other estimators. A central piece in the construction of a model averaged estimator is the prior placed on the space of possible models. In ...
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Robust Estimation of Dimension Reduction Space
... nonparametric estimation suffer from the curse of dimensional- ...more general approach received a lot of attention recently; see Li (1991) and Xia et ...nonparametric estimation methods (see ˇ ...
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Robust estimation of dimension reduction space
... more general approach received a lot of attention recently; see Li (1991) and Xia et ...nonparametric estimation methods (see ˇ C´ıˇzek, 2004, and Sakata and White, 1998, for evidence in financial ...
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