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

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Published: 8 September 2023

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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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Submitted by Renata Lopes (renatasil82@gmail.com) on 2017-04-25T13:40:30Z No. of bitstreams: 1 marcosviniciusteixeira.pdf: 5877294 bytes, checksum: 8fe056549285d49782c2d9ec8e16f786 (MD5)<br>Approved for entry into archive by Adriana Oliveira (adriana.oliveira@ufjf.edu.br) on 2017-04-25T15:26:43Z (GMT) No. of bitstreams: 1 marcosviniciusteixeira.pdf: 5877294 bytes, checksum: 8fe056549285d49782c2d9ec8e16f786 (MD5)<br>Made available in DSpace on 2017-04-25T15:26:43Z (GMT). No. of bitstreams: 1 marcosviniciusteixeira.pdf: 5877294 bytes, checksum: 8fe056549285d49782c2d9ec8e16f786 (MD5) Previ
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11

Lardin, Pauline. "Estimation de synchrones de consommation électrique par sondage et prise en compte d'information auxiliaire." Phd thesis, Université de Bourgogne, 2012. http://tel.archives-ouvertes.fr/tel-00842199.

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Dans cette thèse, nous nous intéressons à l'estimation de la synchrone de consommation électrique (courbe moyenne). Etant donné que les variables étudiées sont fonctionnelles et que les capacités de stockage sont limitées et les coûts de transmission élevés, nous nous sommes intéressés à des méthodes d'estimation par sondage, alternatives intéressantes aux techniques de compression du signal. Nous étendons au cadre fonctionnel des méthodes d'estimation qui prennent en compte l'information auxiliaire disponible afin d'améliorer la précision de l'estimateur de Horvitz-Thompson de la courbe moyen
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12

Öhman, Marie-Louise. "Aspects of analysis of small-sample right censored data using generalized Wilcoxon rank tests." Doctoral thesis, Umeå universitet, Statistiska institutionen, 1994. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-7313.

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The estimated bias and variance of commonly applied and jackknife variance estimators and observed significance level and power of standardised generalized Wilcoxon linear rank sum test statistics and tests, respectively, of Gehan and Prentice are compared in a Monte Carlo simulation study. The variance estimators are the permutational-, the conditional permutational- and the jackknife variance estimators of the test statistic of Gehan, and the asymptotic- and the jackknife variance estimators of the test statistic of Prentice. In unbalanced small sample size problems with right censoring, the
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13

Xu, Fu-Min, and 許富閔. "Assessment of the minimum variance unbiased estimator for evaluation of average bioequivalence." Thesis, 2004. http://ndltd.ncl.edu.tw/handle/79829770556256571089.

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碩士<br>國立成功大學<br>統計學系碩博士班<br>92<br>The research and development of an innovative drug product in the average take 10-12 years and US $ 800 million dollars. Therefore, it is a costly, time-consuming, and highly risky endeavor. One way to reduce the drug cost is to introduce generic drugs after the patent of the innovative drugs expires. Currently, most regulatory agencies in the world only require evidence of average bioequivalence from in vivo bioequivalence trials to approve the generic drugs. 　　Currently, maximum likelihood estimator (MLE) is recommended for evaluation of average bioequivale
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14

Gatarayiha, Jean Philippe. "Méthode de simulation avec les variables antithétiques." Thèse, 2007. http://hdl.handle.net/1866/9923.

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Dans ce mémoire, nous travaillons sur une méthode de simulation de Monte-Carlo qui utilise des variables antithétiques pour estimer un intégrale de la fonction f(x) sur un intervalle (0,1] où f peut être une fonction monotone, non-monotone ou une autre fonction difficile à simuler. L'idée principale de la méthode qu'on propose est de subdiviser l'intervalle (0,1] en m sections dont chacune est subdivisée en l sous intervalles. Cette technique se fait en plusieurs étapes et à chaque fois qu'on passe à l'étape supérieure la variance diminue. C'est à dire que la variance obtenue à la kième étap
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15

Henderson, Tamie, and Tamie Anakotta. "Estimating the variance of the Horvitz-Thompson estimator." Thesis, 2006. http://hdl.handle.net/1885/10608.

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Unequal probability sampling was introduced by Hansen and Hurwitz (1943) as a means of reducing the mean squared errors of survey estimators. For simplicity they used sampling with replacement only. Horvitz and Thompson (1952) extended this methodology to sampling without replacement, however the knowledge of the joint inclusion probabilities of all pairs of sample units was required for the variance estimation process. The calculation of these probabilities is typically problematic. Sen (1953) and Yates and Grundy (1953) independently suggested the use fixed, but this estimator again involved
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16

Boulanger, Laurence. "Comparaison d'estimateurs de la variance du TMLE." Thèse, 2018. http://hdl.handle.net/1866/22542.

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17

Krishnan, Sunder Ram. "Optimum Savitzky-Golay Filtering for Signal Estimation." Thesis, 2013. http://etd.iisc.ac.in/handle/2005/3293.

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Motivated by the classic works of Charles M. Stein, we focus on developing risk-estimation frameworks for denoising problems in both one-and two-dimensions. We assume a standard additive noise model, and formulate the denoising problem as one of estimating the underlying clean signal from noisy measurements by minimizing a risk corresponding to a chosen loss function. Our goal is to incorporate perceptually-motivated loss functions wherever applicable, as in the case of speech enhancement, with the squared error loss being considered for the other scenarios. Since the true risks are observed t
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18

Krishnan, Sunder Ram. "Optimum Savitzky-Golay Filtering for Signal Estimation." Thesis, 2013. http://hdl.handle.net/2005/3293.

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Motivated by the classic works of Charles M. Stein, we focus on developing risk-estimation frameworks for denoising problems in both one-and two-dimensions. We assume a standard additive noise model, and formulate the denoising problem as one of estimating the underlying clean signal from noisy measurements by minimizing a risk corresponding to a chosen loss function. Our goal is to incorporate perceptually-motivated loss functions wherever applicable, as in the case of speech enhancement, with the squared error loss being considered for the other scenarios. Since the true risks are observed t
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19

Béliveau, Audrey. "Estimation simplifiée de la variance dans le cas de l’échantillonnage à deux phases." Thèse, 2011. http://hdl.handle.net/1866/6279.

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Dans ce mémoire, nous étudions le problème de l'estimation de la variance pour les estimateurs par double dilatation et de calage pour l'échantillonnage à deux phases. Nous proposons d'utiliser une décomposition de la variance différente de celle habituellement utilisée dans l'échantillonnage à deux phases, ce qui mène à un estimateur de la variance simplifié. Nous étudions les conditions sous lesquelles les estimateurs simplifiés de la variance sont valides. Pour ce faire, nous considérons les cas particuliers suivants : (1) plan de Poisson à la deuxième phase, (2) plan à deux degrés, (3) pla
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20

(13991187), Joseph W. Daley. "Mixed model methods for quantitative trait loci estimation in crosses between outbred lines." Thesis, 2003. https://figshare.com/articles/thesis/Mixed_model_methods_for_quantitative_trait_loci_estimation_in_crosses_between_outbred_lines/21376767.

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<p>Methodology is developed for Quantitative Trait Loci (QTL) analysis in F<sub>2</sub> and backcross designed experiments between outbred lines using a mixed model framework through the modification of segment mapping techniques. Alleles are modelled in the F<sub>1</sub> and parental generations allowing the estimation of individual additive allele effects while accounting for QTL segregation within lines as well as differences in mean QTL effects between lines.</p> <p>Initially the theory, called F<sub>1</sub> origin mapping, is developed for a single trait scenario involving possible multip
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