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[PDF] Top 20 Parameter estimation for multivariate generalized Gaussian distributions

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Parameter estimation for multivariate generalized Gaussian distributions

Parameter estimation for multivariate generalized Gaussian distributions

... of multivariate generalized Gaussian distributions using the maximum likelihood ...method. For any shape param- eter , we have proved that the maximum likelihood estimator of the ... Voir le document complet

13

Kernel density estimation on spaces of Gaussian distributions and symmetric positive definite matrices

Kernel density estimation on spaces of Gaussian distributions and symmetric positive definite matrices

... computation for the Fisher and the Wasserstein metrics, see for instance [20, 32, 1, 3, ...density estimation is an important tool of signal and image processing which is still little studied on ... Voir le document complet

45

Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes

Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes

... limit for q 0 ≥ 2. This result is stated for a multivariate scalogram considered at a single ...the estimation of the long memory parameter are derived in Section ... Voir le document complet

39

SAR Amplitude Probability Density Function Estimation Based on a Generalized Gaussian Model

SAR Amplitude Probability Density Function Estimation Based on a Generalized Gaussian Model

... Function Estimation Based on a Generalized Gaussian Model Gabriele Moser, Member, IEEE, Josiane Zerubia, Fellow, IEEE, and Sebastiano ...models for the statistics of the pixel ...task, ... Voir le document complet

15

Joint inference on extreme expectiles for multivariate heavy-tailed distributions

Joint inference on extreme expectiles for multivariate heavy-tailed distributions

... j for any j, which for the LAWS estimator implies |ρ j | < 1/2 because one needs γ j < 1/2 for asymptotic normality of this estimator to ...second-order parameter is this close to 0, the ... Voir le document complet

34

On the Fisher information matrix for multivariate elliptically contoured distributions

On the Fisher information matrix for multivariate elliptically contoured distributions

... FIM for Gaussian distributed data to the larger family of elliptically contoured ...its Gaussian coun- ...e.g., for structured co- variance matrix estimation or clutter and/or external ... Voir le document complet

5

Estimation of multivariate generalized gamma convolutions through Laguerre expansions

Estimation of multivariate generalized gamma convolutions through Laguerre expansions

... The generalized gamma convolutions class of distributions ap- peared in Thorin’s work while looking for the infinite divisibility of the log- Normal and Pareto ...these distributions have been ... Voir le document complet

45

Bayesian estimation for the multifractality parameter

Bayesian estimation for the multifractality parameter

... large for their use in most applications, while wavelet leaders (or skeleton of CWT) have better variance at the price though of a bias increase ...limitation for small sample size are given by ... Voir le document complet

6

Nonparametric Density Estimation for Multivariate Bounded Data

Nonparametric Density Estimation for Multivariate Bounded Data

... estimator for density functions of multivariate bounded ...standard Gaussian estimator when there are no boundary ...method for which we prove ...the distributions of the bandwidth ... Voir le document complet

32

Bayesian parameter estimation for asymmetric power distributions

Bayesian parameter estimation for asymmetric power distributions

... distribution for the observed ...approach for defining a probability density function (pdf) for observed data is to fit the empirical histogram of these data by classical pdfs such as ... Voir le document complet

6

Generalized Gaussian quasi-maximum likelihood estimation for most common time series

Generalized Gaussian quasi-maximum likelihood estimation for most common time series

... estimator for the parameter shape of the generalized gaussian noise in the class of causal time series including ARMA, AR(∞), GARCH, ARCH(∞), ARMA-GARCH, APARCH, ...the Generalized ... Voir le document complet

17

Estimation of threshold distributions for market participation

Estimation of threshold distributions for market participation

... measures for θ, namely apparent labor productivity (ALP) or total factor productivity (TFP), as these two measures are used interchangeably in the empirical ...accounts for more inputs and firm ... Voir le document complet

62

3A-EMD: A Generalized Approach for Monovariate and Multivariate EMD.

3A-EMD: A Generalized Approach for Monovariate and Multivariate EMD.

... 4. CONCLUSION AND PERSPECTIVES A new algorithm, called 3A-EMD, based on a novel ge­ ometric definition of the mean envelope operator is pro­ posed. The obtained results show that, under certain as­ sumptions on the ... Voir le document complet

5

Deep Inference for Covariance Estimation: Learning Gaussian Noise Models for State Estimation

Deep Inference for Covariance Estimation: Learning Gaussian Noise Models for State Estimation

... shown for static and dynamic ...here for visualization. estimation technique for covariance estimation, CELLO [3], which approximated sensor noise as the empirical covariance of ... Voir le document complet

9

Regularizing parameter estimation for Poisson noisy image restoration

Regularizing parameter estimation for Poisson noisy image restoration

... application. For example, images in biology often contain many pixels where the number of collected photons is ...zero. For this reason, we propose to split the domain Ω in several sub-domains and to ... Voir le document complet

6

Parameter estimation techniques for indoor localisation via WiFi

Parameter estimation techniques for indoor localisation via WiFi

... Delay Estimation In this chapter, we derive several algorithms for the problem of Joint Angle and Delay Estimation ...added for joint ToA and AoA esti- mation; (ii) we show that 2D-IQML gives ... Voir le document complet

224

MSE lower bounds for deterministic parameter estimation

MSE lower bounds for deterministic parameter estimation

... non-linear estimation problems, ML estimators exhibit a threshold effect, ...of estimation accuracy below a cer- tain SNR or number of ...able for prediction of ML estimator variance) can be achieved ... Voir le document complet

5

Sarmanov Family of Bivariate Distributions for
Multivariate Loss Reserving Analysis

Sarmanov Family of Bivariate Distributions for Multivariate Loss Reserving Analysis

... reserves for an insurance ...bivariate distributions is a convenient choice to capture the depen- dencies introduced by various sources, including the common calendar year, accident year and development ... Voir le document complet

25

Adaptive Parameter Estimation for Satellite Image Deconvolution

Adaptive Parameter Estimation for Satellite Image Deconvolution

... Key-words: Deconvolution, Regularization, Hyperparameters, Inhomogeneous models, Complex Wavelet Packets, Markov Random Fields, Local estimation, Maximum Likelihood, Satellite images Ack[r] ... Voir le document complet

82

Computable lower bounds for deterministic parameter estimation

Computable lower bounds for deterministic parameter estimation

... Terms— Estimation, MSE lower bounds, Signal detec- tion ...a parameter estimation problem or to assess the relative performance of a specific ... Voir le document complet

4

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