Related papers: Least Squares Two-Point Function Estimation
This study investigates two-stage plans based on nonparametric procedures for estimating an inverse regression function at a given point. Specifically, isotonic regression is used at stage one to obtain an initial estimate followed by…
The asymmetric objective function is proposed as an alternative to Huber objective function to model skewness and obtain robust estimators for the location, scale and skewness parameters. The robustness and asymptotic properties of the…
Least absolute deviation regression is applied using a fixed number of points for all values of the index to estimate the index and scale parameter of the stable distribution using regression methods based on the empirical characteristic…
For cost functions $c(x,y)=h(x-y)$ with $h\in C^2$ homogeneous of degree $p\geq 2$, we show $L^\infty$-estimates of $Tx-x$ on balls, where $T$ is an $h$-monotone map. Estimates for the interpolating mappings $T_t=t(T-I)+I$ are deduced from…
In various capacities of statistical signal processing two-dimensional (2-D) chirp models have been considered significantly, particularly in image processing$-$ to model gray-scale and texture images, magnetic resonance imaging, optical…
We provide new characterizations of two-points and some related distributions. We use properties of independence and/or identity of the distributions of suitable linear forms of random variables. Keywords: characterization of a…
Diffraction-based methods have become an invaluable tool for the detailed assessment of residual strain and stress within experimental mechanics. These methods typically measure a component of the average strain within a gauge volume. It is…
Point estimators may not exist, need not be unique, and their distributions are not parameter invariant. Generalized estimators provide distributions that are parameter invariant, unique, and exist when point estimates do not. Comparing…
An effective two-stage method for an estimation of parameters of the linear regression is considered. For this purpose we introduce a certain quasi-estimator that, in contrast to usual estimator, produces two alternative estimates. It is…
This paper studies estimation of panel cointegration models with cross-sectional dependence generated by unobserved global stochastic trends. The standard least squares estimator is, in general, inconsistent owing to the spuriousness…
We calculate the two-point correlation function <x(t2)x(t1)> for a subdiffusive continuous time random walk in a parabolic potential, generalizing well-known results for the single-time statistics to two times. A closed analytical…
The aim of this paper is to define a nonlinear least squares estimator for the spectral parameters of a spherical autoregressive process of order 1 in a parametric setting. Furthermore, we investigate on its asymptotic properties, such as…
We estimate the Lebesgue constants for Lagrange interpolation processes on one or several intervals by rational functions with fixed poles. We admit that the poles have accumulation points on the intervals. To prove it we use an analog of…
We propose a fast and efficient estimation method that is able to accurately recover the parameters of a d-dimensional Hawkes point-process from a set of observations. We exploit a mean-field approximation that is valid when the…
The interpolation of couples of separable Hilbert spaces with a function parameter is studied. The main properties of the classic interpolation are proved. Some applications to the interpolation of isotropic H\"ormander spaces over a closed…
In this letter we show how the method of [4] for the calculation of two-point functions in d+1-dimensional AdS space can be simplified. This results in an algorithm for the evaluation of the two-point functions as linear combinations of…
Heterogeneous materials abound in nature and man-made situations. Examples include porous media, biological materials, and composite materials. Diverse and interesting properties exhibited by these materials result from their complex…
For the zone of moderate deviation probabilities the local asymptotic minimax lower bound of asymptotic efficiency of estimators is established. The estimation parameter is multidimensional. The lower bound admits the interpretation as the…
We study the problem of parameter estimation for reflected stochastic processes driven by a standard Brownian motion. The estimator is obtained using nonlinear least squares method based on discretely observed processes. Under some certain…
We propose logit-based IV and augmented logit-based IV estimators that serve as alternatives to the traditionally used 2SLS estimator in the model where both the endogenous treatment variable and the corresponding instrument are binary. Our…