MP
2006
13 years 4 months ago
2006
Determining if a solution is optimal or near optimal is fundamental in optimization theory, algorithms, and computation. For instance, Karush-Kuhn-Tucker conditions provide necessa...
CSDA
2007
13 years 4 months ago
2007
The problem of consistent estimation in measurement error models in a linear relation with not necessarily normally distributed measurement errors is considered. Three possible es...
CSDA
2007
13 years 4 months ago
2007
The paper presents a comparative study on the performance of commonly used estimators of the fractional order of integration when data is contaminated by noise. In particular, meas...
CORR
2007
Springer
13 years 4 months ago
2007
Springer
— We use statistical estimates of the entropy rate of spike train data in order to make inferences about the underlying structure of the spike train itself. We first examine a n...
CORR
2007
Springer
13 years 4 months ago
2007
Springer
—In many channel measurement applications, one needs to estimate some characteristics of the channels based on a limited set of measurements. This is mainly due to the highly tim...
CGF
2006
13 years 4 months ago
2006
We present the Optimizing Control Variate (OCV) estimator, a new estimator for Monte Carlo rendering. Based upon a deterministic sampling framework, OCV allows multiple importance...
AMC
2006
13 years 4 months ago
2006
We propose some ratio-type variance estimators using ratio estimators for the population mean in literature. We obtain mean square error (MSE) equations of proposed estimators and...
CSDA
2008
13 years 4 months ago
2008
The finite sample properties of the Fourier estimator of integrated volatility under market microstructure noise are studied. Analytic expressions for the bias and the mean square...
CSDA
2010
13 years 4 months ago
2010
Robust estimators of the prediction error of a linear model are proposed. The estimators are based on the resampling techniques cross-validation and bootstrap. The robustness of t...
CORR
2010
Springer
13 years 4 months ago
2010
Springer
Maximum likelihood estimators are often of limited practical use due to the intensive computation they require. We propose a family of alternative estimators that maximize a stoch...