Share Email Print
cover

Proceedings Paper

Nonparametric robust estimates of the shift and scale parameters
Author(s): I. V. Rymar; V. A. Simakhin
Format Member Price Non-Member Price
PDF $14.40 $18.00
cover GOOD NEWS! Your organization subscribes to the SPIE Digital Library. You may be able to download this paper for free. Check Access

Paper 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(zij) 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.

Paper Details

Date Published: 21 April 2006
PDF: 10 pages
Proc. SPIE 6160, Twelfth Joint International Symposium on Atmospheric and Ocean Optics/Atmospheric Physics, 61600Z (21 April 2006); doi: 10.1117/12.675243
Show Author Affiliations
I. V. Rymar, Kurgan State Univ. (Russia)
V. A. Simakhin, Kurgan State Univ. (Russia)


Published in SPIE Proceedings Vol. 6160:
Twelfth Joint International Symposium on Atmospheric and Ocean Optics/Atmospheric Physics
Gelii A. Zherebtsov; Gennadii G. Matvienko, Editor(s)

© SPIE. Terms of Use
Back to Top