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Spread Estimators And Nuisance Parameters
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Book Synopsis Spread, Estimators and Nuisance Parameters by : Edwin R. van den Heuvel
Download or read book Spread, Estimators and Nuisance Parameters written by Edwin R. van den Heuvel and published by . This book was released on 1994 with total page 5 pages. Available in PDF, EPUB and Kindle. Book excerpt: Abstract: "A general spread inequality for arbitrary estimators of a one-dimensional parameter is given. This finite sample inequality yields bounds on the distribution of estimators in the presence of finite or infinite dimensional nuisance parameters."
Book Synopsis Maximum Likelihood Estimators for Inverse Problems with Nuisance Parameters by : H. Bindslev
Download or read book Maximum Likelihood Estimators for Inverse Problems with Nuisance Parameters written by H. Bindslev and published by . This book was released on 1997 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Multi-Carrier Spread-Spectrum by : Khaled Fazel
Download or read book Multi-Carrier Spread-Spectrum written by Khaled Fazel and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 515 pages. Available in PDF, EPUB and Kindle. Book excerpt: The benefits and success of multi-carrier (MC) modulation on one side and the flexibility offered by the spread spectrum (SS) technique on the other side have motivated many researchers to investigate the combination of both techniques since 1993. This combination known as multi-carrier spread spectrum (MC-SS) benefits from the advantages of both systems and offers high flexibility, high spectral efficiency, simple detection strategies, narrow-band interference rejection capability, etc. The basic principle of this combination is straightforward: The spreading is performed as direct sequence spread spectrum (DS-SS) but instead of transmitting the chips over a single carrier, several sub-carriers are employed. The MC modulation and demodulation can easily be realized in the digital domain by performing IFFT and FFT operations. The separation of the users' signals can be performed in the code domain. MC-SS systems can perform the spreading in frequency direction, which allows for simple signal detection strategies. Since 1993, MC-SS has been deeply studied and new alternative solutions have been proposed. Meanwhile, deep system analysis and comparison with DS-CDMA have been performed that show the superiority of MC-CDMA.
Book Synopsis Nuisance Parameters, Mixture Models, and the Efficiency of Partial Likelihood Estimators by : B. G. Lindsay
Download or read book Nuisance Parameters, Mixture Models, and the Efficiency of Partial Likelihood Estimators written by B. G. Lindsay and published by . This book was released on 1980 with total page 27 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Perturbation invariant estimates and incidental nuisance parameters by : Helmut Strasser
Download or read book Perturbation invariant estimates and incidental nuisance parameters written by Helmut Strasser and published by . This book was released on 1997 with total page 72 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Proceedings written by and published by . This book was released on 2000 with total page 760 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis A Note on Maximum Likelihood Estimators and Nuisance Parameters by : Peter Tan
Download or read book A Note on Maximum Likelihood Estimators and Nuisance Parameters written by Peter Tan and published by . This book was released on 1974 with total page 20 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Bayesian Spectrum Analysis and Parameter Estimation by : G. Larry Bretthorst
Download or read book Bayesian Spectrum Analysis and Parameter Estimation written by G. Larry Bretthorst and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 210 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work is essentially an extensive revision of my Ph.D. dissertation, [1J. It 1S primarily a research document on the application of probability theory to the parameter estimation problem. The people who will be interested in this material are physicists, economists, and engineers who have to deal with data on a daily basis; consequently, we have included a great deal of introductory and tutorial material. Any person with the equivalent of the mathematics background required for the graduate level study of physics should be able to follow the material contained in this book, though not without eIfort. From the time the dissertation was written until now (approximately one year) our understanding of the parameter estimation problem has changed extensively. We have tried to incorporate what we have learned into this book. I am indebted to a number of people who have aided me in preparing this docu ment: Dr. C. Ray Smith, Steve Finney, Juana Sunchez, Matthew Self, and Dr. Pat Gibbons who acted as readers and editors. In addition, I must extend my deepest thanks to Dr. Joseph Ackerman for his support during the time this manuscript was being prepared.
Book Synopsis Robust Estimating Functions with Nuisance Parameters by : Mingxiu Hu
Download or read book Robust Estimating Functions with Nuisance Parameters written by Mingxiu Hu and published by . This book was released on 1998 with total page 358 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Spread Spectrum and CDMA by : Valeri P. Ipatov
Download or read book Spread Spectrum and CDMA written by Valeri P. Ipatov and published by John Wiley & Sons. This book was released on 2005-12-13 with total page 396 pages. Available in PDF, EPUB and Kindle. Book excerpt: Spread spectrum and CDMA are cutting-edge technologies widely used in operational radar, navigation and telecommunication systems and play a pivotal role in the development of the forthcoming generations of systems and networks. This comprehensive resource presents the spread spectrum concept as a product of the advancements in wireless IT, shows how and when the classical problems of signal transmission/processing stimulate the application of spread spectrum, and clarifies the advantages of spread spectrum philosophy. Detailed coverage is provided of the tools and instruments for designing spread spectrum and CDMA signals answering why a designer will prefer one solution over another. The approach adopted is wide-ranging, covering issues that apply to both data transmission and data collection systems such as telecommunications, radar, and navigation. Presents a theory-based analysis complemented by practical examples and real world case studies resulting in a self-sufficient treatment of the subject Contains detailed discussions of new trends in spread spectrum technology such as multi-user reception, multicarrier modulation, OFDM, MIMO and space-time coding Provides advice on designing discrete spread spectrum signals and signal sets for time-frequency measuring, synchronization and multi-user communications Features numerous Matlab-based problems and other exercises to encourage the reader to initiate independent investigations and simulations This valuable text provides timely guidance on the current status and future potential of spread spectrum and CDMA and is an invaluable resource for senior undergraduates and postgraduate students, lecturers and practising engineers and researchers involved in the deployment and development of spread spectrum and CDMA technology. Supported by a Companion website on which instructors and lecturers can find a solutions manual for the problems and Matlab programming, electronic versions of some of the figures and other useful resources such as a list of abbreviations.
Book Synopsis Perturbation Invariant Estimates and Incidental Nuisance Parameters by :
Download or read book Perturbation Invariant Estimates and Incidental Nuisance Parameters written by and published by . This book was released on 1996 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: It is shown (Proposition (3.9)) that the asymptotic information bound which is valid for the estimation of a parameter in the structure (mixture) model remains valid in the functional model (incidental nuisance parameters) if only perturbation symmetric estimators (Definition (3.6)) are admitted. Pertur- bation symmetry is a property which is closely related to permutation symmetry (Theorem (3.4)). In particular, equicontinuous functions of empirical processes are perturbation symmetric (Theorem (3.3)). Thus, the results of this paper continue a discussion initiated by Bickel and Klaassen (1986), Pfanzagl (1993) and Strasser (1996) on permutation symmetry of estimators and the exclusion of superefficiency in the functional model. (authors' abstract).
Book Synopsis A New Effective Spread Estimator Based on Price Range by : Yang Gao
Download or read book A New Effective Spread Estimator Based on Price Range written by Yang Gao and published by . This book was released on 2017 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper proposes an quasi maximum likelihood estimator (QMLE) for effective spread by approximating the distribution of the logarithm of price range with a normal distribution based on Roll's price model and also investigates the statistical properties of the QMLE. Besides, Monte Carlo simulation studies have been conducted to make a comparison of the accuracy between the QMLE and other three estimators proposed in the early literature, namely Roll estimator (1984), the Bayesian estimator of Hasbrouck (2004) and the High-Low estimator of Corwin and Schultz (2012). Simulation results show that, both in the ideal case when the prices can be observed continuously and in the non-ideal case when trading inconsecutive, the QMLE and High-Low estimator are more accurate than the other two estimators. If the volatility is relatively smaller than the spread, the performance of QMLE will be superior to the High-Low method. Moreover, the QMLE is obviously more robust than the High-Low estimator in the non-ideal situation. Finally, an empirical study in Chinese stock markets also proves that the QMLEs performance is better than the other three estimators. Therefore, QMLE is an effective proxy for the transaction cost of financial assets.
Book Synopsis Statistical Theory and Method Abstracts by :
Download or read book Statistical Theory and Method Abstracts written by and published by . This book was released on 1998 with total page 744 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Asymptotic Deficiency of Estimators Under Models with Nuisance Parameters by : Stanford University. Department of Statistics
Download or read book Asymptotic Deficiency of Estimators Under Models with Nuisance Parameters written by Stanford University. Department of Statistics and published by . This book was released on 1982 with total page 22 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis High-Resolution and Robust Signal Processing by : Yingbo Hua
Download or read book High-Resolution and Robust Signal Processing written by Yingbo Hua and published by CRC Press. This book was released on 2017-12-19 with total page 488 pages. Available in PDF, EPUB and Kindle. Book excerpt: High-Resolution and Robust Signal Processing describes key methodological and theoretical advances achieved in this domain over the last twenty years, placing emphasis on modern developments and recent research pursuits. Applications-grounded, this sophisticated resource links theoretical background with high-resolution methods used in wireless communications, brain signal analysis, and space-time radar signal processing. Chapter extras include theorem proofs, derivations, and computational shortcuts, as well as open problems, numerical measurement, and performance examples, and simulation results Sixteen illustrious field leaders invest High-Resolution and Robust Signal Processing with: in-depth reviews of parametric high-resolution estimation and detection techniques; robust array processing solutions for adaptive beam forming and high-resolution direction finding; Parafac techniques for high-resolution array processing and specific areas of application; high-resolution nonparametric methods and implementation tactics for spectral analysis; multidimensional high-resolution data models and discussion of R-D unitary ESPRIT with colored noise; multidimensional high-resolution parameter estimation techniques applicable to channel sounding; estimation procedures for high-resolution space-time radar signal processing using 2-D or 1-D/1-D models; and models and methods for EEG/MEG space-time dipole source estimation and sensory array design.
Book Synopsis Psychophysics by : Frederick A.A. Kingdom
Download or read book Psychophysics written by Frederick A.A. Kingdom and published by Academic Press. This book was released on 2016-01-04 with total page 348 pages. Available in PDF, EPUB and Kindle. Book excerpt: Psychophysics: A Practical Introduction, Second Edition, is the primary scientific tool for understanding how the physical world of colors, sounds, odors, movements, and shapes translates into the sensory world of sight, hearing, touch, taste, and smell; in other words, how matter translates into mind. This timely revision provides a unique introduction to the techniques for researching and understanding how the brain translates the external physical world to the internal world of sensation. The revision expands and refines coverage of the basic tools of psychophysics research and better integrates the theory with the supporting software. The new edition continues to be the only book to combine, in a single volume, the principles underlying the science of psychophysical measurement and the practical tools necessary to analyze data from psychophysical experiments. The book, written in a tutorial style, will appeal to new researchers as well as to seasoned veterans. This introduction to psychophysics research methods will be of interest to students, scholars and researchers within sensory neuroscience, vision research, behavioral neuroscience, and the cognitive sciences. Presents a large variety of analytical methods explained for the non-expert Provides a novel classification scheme for psychophysics experiments Disseminates the pros and cons of different psychophysical procedures Contains practical tips for designing psychophysical experiments
Book Synopsis On Asymptotic Behaviour of Estimators in the Presence of Nuisance Parameters by : R. J. Chitashvili
Download or read book On Asymptotic Behaviour of Estimators in the Presence of Nuisance Parameters written by R. J. Chitashvili and published by . This book was released on 1990 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
