Robust estimation of conditional variance of time series using density power divergences
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Forecasting"
DOI: 10.1002/for.2465
Abstract: Suppose Zt is the square of a time series Yt whose conditional mean is zero. We do not specify a model for Yt, but assume that there exists a p×1 parameter vector Φ such that… read more here.
Keywords: robust estimation; methodology; density power; time series ... See more keywords
Robust estimation for zero-inflated poisson autoregressive models based on density power divergence
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Statistical Computation and Simulation"
DOI: 10.1080/00949655.2017.1351563
Abstract: ABSTRACT In this study, we consider a robust estimation for zero-inflated Poisson autoregressive models using the minimum density power divergence estimator designed by Basu et al. [Robust and efficient estimation by minimising a density power… read more here.
Keywords: density power; estimation; power divergence;
Development of High-Temperature Optocouplers for Gate Drivers Integrated in High-Density Power Modules
Sign Up to like & getrecommendations! Published in 2023 at "IEEE Transactions on Industrial Electronics"
DOI: 10.1109/tie.2022.3229324
Abstract: In this article, a high-temperature optical galvanic isolator was developed. Details on the packaging layout, LED to emitter configuration, mathematical models, and device integration in the circuit are discussed. Evaluation of other optical isolation techniques… read more here.
Keywords: integrated high; high density; temperature; density power ... See more keywords
Ultrahigh-Dimensional Robust and Efficient Sparse Regression Using Non-Concave Penalized Density Power Divergence
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DOI: 10.1109/tit.2020.3013015
Abstract: We propose a sparse regression method based on the non-concave penalized density power divergence loss function which is robust against infinitesimal contamination in very high dimensionality. Present methods of sparse and robust regression are based… read more here.
Keywords: regression; density power; non concave; sparse regression ... See more keywords