robust-m-estimation 例句 释义: 全部 更多例句筛选 1. Finally, a robust M-estimation on the data set to eliminate the effects of the remaining "outliers" . 最后,采用鲁棒最大似然估计以消除仍然存在的“局外点”的影响。 d.wanfangdata.com.cn©...
Hill J.B. (2011b) Robust M-Estimation for Heavy Tailed Nonlinear AR-GARCH, Working Paper, University of North Carolina - Chapel Hill.Hill J.B. (2011b) Robust M-Estimation for Heavy Tailed Nonlinear AR-GARCH, Working Paper, Univer- sity of North Carolina - Chapel Hill. 32...
High dimensional robust m-estimation: asymptotic variance via approximate message passing. Probability Theory and Related Fields, 166(3):935-969, Dec 2016.Donoho, D. and Montanari, A. High dimensional robust M-estimation: asymptotic variance via approximate message passing. Probability Theory and ...
M-estimation(Huber,1973),在简单线性模型中不显著的情况下，针对因变量Y的离群值(large residuals）；S-estimation(Rousseeuw and Yohai,1984),是密集型计算⽅式（computationally intensive procedure）来针对⾃变量中的离群值(high leverages)。MM-estimation(Yohai1987)，是M与S⽅法的结合。先进⾏S估计，...
Robust M-estimationEquivalent weightCorrelationOutlierResidualThe key issue in robust M-estimation is to construct the equivalent weights using the residuals of observations for down-weighting the outlying observations. However, the residuals of good observations are also possibly impacted by neighbouring ...
Robust estimation of the simplified multivariate GARCH model In this paper, robust M-estimation of multivariate GARCH models are considered. The simplified GARCH model is chosen that involves the estimation of only u... F Iqbal - 《Empirical Economics》 被引量: 2发表: 2013年 Robust Estimation ...
Then, this hypothesis leads to the estimation of the galvanic AT which is equal to the galvanic electric distortion tensor at the lowest measured period. This estimation of the galvanic distortion departs from the common assumption to ... M Neukirch,D Rudolf,X Garcia,... - Egu General Assembl...
为减弱异常观测值对自校正Kalman滤波精度的影响,引入抗差M估计的等价权函数,建立了抗差自校正Kalman滤波算法,并用实例进行了验证。3) robust filtering 抗差滤波 例句>> 4) Filter estimation 滤波估计 例句>> 5) robust estimation 抗差估计 1. Study of the robust estimation method of inter-satellite ra...
Let X 11, …, X 1n1 and X 21, …, X 2n 2 be two independent samples from a location-scale family, and suppose that the interest lies in robust M estimation of the location difference θ2 − θ1. It will be assumed that the two scale parameters are equal but unknown. The usual...
第五章抗差估计（RobustEstimation）一、背景 正态分布下，LS估计是最优估计；观测值不精确服从正态分布；统计检验一般基于正态分布；残差不能精确反映粗差情况；如果粗差存在，标准偏差可能严重歪曲。有时将导致粗差无法探测。eicσi,pi=0;ei=0.999cσi时，权 不变？第五章抗差估计（RobustEstimation）二、抗...