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Relevant bibliographies by topics / Unbiased Estimation of Estimator Variance

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Academic literature on the topic 'Unbiased Estimation of Estimator Variance'

Author: Grafiati

Published: 8 September 2023

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Dissertations / Theses on the topic "Unbiased Estimation of Estimator Variance"

1

Kannappa, Sandeep Mavuduru. "Reduced Complexity Viterbi Decoders for SOQPSK Signals over Multipath Channels." International Foundation for Telemetering, 2010. http://hdl.handle.net/10150/604300.

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ITC/USA 2010 Conference Proceedings / The Forty-Sixth Annual International Telemetering Conference and Technical Exhibition / October 25-28, 2010 / Town and Country Resort & Convention Center, San Diego, California<br>High data rate communication between airborne vehicles and ground stations over the bandwidth constrained Aeronautical Telemetry channel is attributed to the development of bandwidth efficient Advanced Range Telemetry (ARTM) waveforms. This communication takes place over a multipath channel consisting of two components - a line of sight and one or more ground reflected paths whic

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2

Du, Jichang. "Covariate-matched estimator of the error variance in nonparametric regression." Diss., Online access via UMI:, 2007.

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3

Carlsson, Martin. "Variance Estimation of the Calibration Estimator with Measurement Errors in the Auxiliary Information." Thesis, Örebro universitet, Handelshögskolan vid Örebro Universitet, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:oru:diva-68928.

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4

Cardoso, João Nuno Martins. "Robust mean variance." Master's thesis, Instituto Superior de Economia e Gestão, 2015. http://hdl.handle.net/10400.5/10706.

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Mestrado em Finanças<br>Este estudo empírico tem como objectivo avaliar o impacto da estimação robusta nos portefólios de média variância. Isto foi conseguido fazendo uma simulação do comportamento de 15 acções do SP500. Esta simulação inclui dois cenários: um com amostras que seguem uma distribuição normal e outro com amostras contaminadas não normais. Cada cenário inclui 200 reamostragens. O performance dos portefólios estimados usando a máxima verosimilhança (clássicos) e dos portefólios estimados de forma robusta são comparados, resultando em algumas conclusões: Em amostras normais, portef

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5

Sadeghkhani, Abdolnasser. "Estimation d'une densité prédictive avec information additionnelle." Thèse, Université de Sherbrooke, 2017. http://hdl.handle.net/11143/11238.

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Dans le contexte de la théorie bayésienne et de théorie de la décision, l'estimation d'une densité prédictive d'une variable aléatoire occupe une place importante. Typiquement, dans un cadre paramétrique, il y a présence d’information additionnelle pouvant être interprétée sous forme d’une contrainte. Cette thèse porte sur des stratégies et des améliorations, tenant compte de l’information additionnelle, pour obtenir des densités prédictives efficaces et parfois plus performantes que d’autres données dans la littérature. Les résultats s’appliquent pour des modèles avec données gaussie

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6

Baba, Harra M'hammed. "Estimation de densités spectrales d'ordre élevé." Rouen, 1996. http://www.theses.fr/1996ROUES023.

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Dans cette thèse nous construisons des estimateurs de la densité spectrale du cumulant, pour un processus strictement homogène et centré, l'espace des temps étant l'espace multidimensionnel, euclidien réel ou l'espace multidimensionnel des nombres p-adiques. Dans cette construction nous avons utilisé la méthode de lissage de la trajectoire et un déplacement dans le temps ou la méthode de fenêtres spectrales. Sous certaines conditions de régularité, les estimateurs proposés sont asymptotiquement sans biais et convergents. Les procédures d'estimation exposées peuvent trouver des applications dan

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7

Naftali, Eran 1971. "First order bias and second order variance of the Maximum Likelihood Estimator with application to multivariate Gaussian data and time delay and Doppler shift estimation." Thesis, Massachusetts Institute of Technology, 2000. http://hdl.handle.net/1721.1/88334.

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8

Harti, Mostafa. "Estimation robuste sous un modèle de contamination non symétrique et M-estimateur multidimensionnel." Nancy 1, 1986. http://www.theses.fr/1986NAN10063.

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Dans cette thèse nous étudions la robustesse des estimateurs sous les deux modèles de contamination non symétrique: F::(epsilon ),X=(1-epsilon )F::(theta )+epsilon H::(X) et F::(epsilon )=(1-epsilon )F::(theta )+epsilon G. Nous étudions aussi la robustesse des M-estimateurs multidimensionnels et en particulier les M-estimateurs de régression non linéaire pour lesquels nous établissons la normalité asymptotique

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9

Krishnan, Rajet. "Problems in distributed signal processing in wireless sensor networks." Thesis, Manhattan, Kan. : Kansas State University, 2009. http://hdl.handle.net/2097/1351.

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10

Teixeira, Marcos Vinícius. "Estudos sobre a implementação online de uma técnica de estimação de energia no calorímetro hadrônico do atlas em cenários de alta luminosidade." Universidade Federal de Juiz de Fora (UFJF), 2015. https://repositorio.ufjf.br/jspui/handle/ufjf/4169.

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