Nonparametric robust estimates of the shift and scale parameters

I. V. Rymar; V. A. Simakhin

doi:10.1117/12.675243

21 April 2006 Nonparametric robust estimates of the shift and scale parameters

I. V. Rymar, V. A. Simakhin

Proceedings Volume 6160, Twelfth Joint International Symposium on Atmospheric and Ocean Optics/Atmospheric Physics; 61600Z (2006) https://doi.org/10.1117/12.675243
Event: Twelfth Joint International Symposium on Atmospheric and Ocean Optics/Atmospheric Physics, 2005, Tomsk, Russian Federation

Abstract

In the present study, a class of nonparametric robust estimates of the shift and scale parameters (μ, S) of the form (please see manuscript for formula) is synthesized by the weighted maximum likelihood method based on parametric density estimates, where (see manuscript for formula) are the Walsh half-sums, K(u) is the kernel function, and W(u) is the weighting function: (see formula in manuscript.) The radicalness parameter I determines the weighting functions W(z_ij) executing the process of soft truncation of the estimates depending on a priori information on outliers: the estimates converge to maximum likelihood estimates (MLE) at l = 1 and to radical estimates at l = 0.5. The adaptive estimates converge to radical ones. They belong to the class of nonparametric estimates of implicit parameters, and their study is performed based on the generalized M-estimates.

Citation Download Citation

I. V. Rymar and V. A. Simakhin "Nonparametric robust estimates of the shift and scale parameters", Proc. SPIE 6160, Twelfth Joint International Symposium on Atmospheric and Ocean Optics/Atmospheric Physics, 61600Z (21 April 2006); https://doi.org/10.1117/12.675243

ACCESS THE FULL ARTICLE

INSTITUTIONAL
Select your institution to access the SPIE Digital Library.

SELECT YOUR INSTITUTION

PERSONAL
Sign in with your SPIE account to access your personal subscriptions or to use specific features such as save to my library, sign up for alerts, save searches, etc.

PERSONAL SIGN IN

No SPIE Account? Create one

PURCHASE THIS CONTENT

SUBSCRIBE TO DIGITAL LIBRARY

50 downloads per 1-year subscription

Members: $195

Non-members: $335 ADD TO CART

25 downloads per 1 - year subscription

Members: $145

Non-members: $250 ADD TO CART

PURCHASE SINGLE ARTICLE

Includes PDF, HTML & Video, when available