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Proceedings Paper

Adaptive robust estimates of shift and scale parameters
Author(s): I. V. Rymar; V. A. Simakhin
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Paper Abstract

An analysis of the radicalness criteria and robust estimation algorithms allows us to conclude that all these estimates can be derived based on the weighted maximum likelihood method (WMLM) with the estimation function of the form (see manuscript for formula). In the present study, robust estimates of shifts and scales are synthesized in the class of Student's global supermodels and approximately normal distributions depending on the radicalness parameter l. Algorithms of adaptive robust estimates are suggested. They allow estimates to be adapted to distribution types and local deviations.

Paper Details

Date Published: 21 April 2006
PDF: 10 pages
Proc. SPIE 6160, Twelfth Joint International Symposium on Atmospheric and Ocean Optics/Atmospheric Physics, 616010 (21 April 2006); doi: 10.1117/12.675244
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

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