Sökning: "order estimation"

Visar resultat 1 - 5 av 725 avhandlingar innehållade orden order estimation.

  1. 1. Contributions to Quantile Estimation

    Författare :Erik Brodin; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Bootstrap; Cross validation; Extreme value theory; Generalized Pareto distribution; Kernel estimator; L-estimator; Non-parametric estimation; Order statistic; Perturbed Generlized Pareto distribution; Quantile estimation; Regular variation; Second order regular variation; Kernel estimator;

    Sammanfattning : .... LÄS MER

  3. 2. Nonparametric Functional Estimation under Order Restrictions

    Författare :Dragi Anevski; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; monotonicity; convexity; deconvolution; kernel smoothing; NPMLE; long range dependence; greatest convex minorant; mixing; Density estimation; limit distribution.; regression; Mathematics; Matematik;

    Sammanfattning : This thesis consists of three papers (Papers A-C) on problems in nonparametric functional estimation, in particular density and regression function estimation and deconvolution, under order assumptions. Pointwise limit distribution results are stated for the obtained estimators, which include isotonic regression estimates, nonparametric maximum likelihood estimates of monotone densities, estimates of convex regression and density functions and deconvolution estimates. LÄS MER

  4. 3. Subspace-Based Parameter Estimation Problems in Signal Processing

    Författare :Joakim Sorelius; Torsten Söderström; Peter Stoica; Uppsala universitet; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; sensor array processing; parameter estimation; spread spectrum communication; direct sequence CDMA; order estimation; subspace fitting; blind identification; system identification; Signal Processing; Signalbehandling;

    Sammanfattning : The effects of multipath-induced angular spread and non-zero band-width on narrow-band direction-of-arrival (DOA) estimation are investigated. In both cases expressions for the resulting estimation error are developed for the MUSIC, ESPRIT and WSF DOA estimators. LÄS MER

  5. 4. The Hodrick-Prescott Filter : Functional aspects and statistical estimation

    Författare :Hiba Nassar; Astrid Hilbert; James Ramsay; Linnéuniversitetet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Hodrick-Prescott Filter; Functional data; Estimation; Smoothing Operator.; Tillämpad matematik; Applied Mathematics;

    Sammanfattning : .... LÄS MER

  7. 5. Model Reduction and Parameter Estimation for Diffusion Systems

    Författare :Bharath Bhikkaji; Torsten Söderström; Claes Breitholtz; Uppsala universitet; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Diffusion system; Partial differential equations PDEs ; Model reduction; PDE solvers; Finite difference approximation; Chebyshev polynomials; System identification; Parameter estimation; Recursive estimation; Frequency domain estimation; Signal processing; Signalbehandling;

    Sammanfattning : Diffusion is a phenomenon in which particles move from regions of higher density to regions of lower density. Many physical systems, in fields as diverse as plant biology and finance, are known to involve diffusion phenomena. Typically, diffusion systems are modeled by partial differential equations (PDEs), which include certain parameters. LÄS MER