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 of Object Dimensions and External Defect Detection with a Low-Cost Sensor
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Nondestructive Evaluation"
DOI: 10.1007/s10921-017-0395-7
Abstract: The measurement of object dimensions as well as the detection and localization of external defects are of large importance for many sectors in industry including agriculture, transportation and production. In this paper we investigate the… read more here.
Keywords: robust estimation; system; object dimensions; low cost ... See more keywords
Controlled-source electromagnetic data processing based on gray system theory and robust estimation
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DOI: 10.1007/s11770-017-0646-5
Abstract: We propose a novel method that combines gray system theory and robust M-estimation method to suppress the interference in controlled-source electromagnetic data. We estimate the standard deviation of the data using a gray model because… read more here.
Keywords: robust estimation; gray system; method; source electromagnetic ... See more keywords
Robust estimation and variable selection in heteroscedastic linear regression
Sign Up to like & getrecommendations! Published in 2019 at "Statistics"
DOI: 10.1080/02331888.2019.1579215
Abstract: ABSTRACT The paper concerns robust estimation and variable selection in heteroscedastic linear regression models. After a brief review of existing methods for estimation in such models, a robust S-estimation approach is discussed. For all methods… read more here.
Keywords: robust estimation; estimation; estimation variable; heteroscedastic linear ... See more keywords
Towards a robust estimation of orientation parameters between ICRF and Gaia celestial reference frames
Sign Up to like & getrecommendations! Published in 2021 at "Monthly Notices of the Royal Astronomical Society"
DOI: 10.1093/mnras/stab2100
Abstract: An analysis of the source position differences between VLBI-based ICRF and Gaia-CRF catalogues is a key step in assessing their systematic errors and determining their mutual orientation. One of the main factors that limits the… read more here.
Keywords: robust estimation; orientation; towards robust; orientation parameters ... See more keywords
Robust estimation of risks from small samples
Sign Up to like & getrecommendations! Published in 2017 at "Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences"
DOI: 10.1098/rsta.2016.0299
Abstract: Data-driven risk analysis involves the inference of probability distributions from measured or simulated data. In the case of a highly reliable system, such as the electricity grid, the amount of relevant data is often exceedingly… read more here.
Keywords: robust estimation; estimation; small samples; risks small ... See more keywords
Robust estimation of diagnostic rate and real incidence of COVID-19 for European policymakers
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DOI: 10.1101/2020.05.01.20087023
Abstract: Policymakers need a clear and fast assessment of the real spread of the epidemic of COVID-19 in each of their respective countries. Standard measures of the situation provided by the governments include reported positive cases… read more here.
Keywords: incidence; robust estimation; estimation diagnostic; rate ... See more keywords
Multidimensional linear functional estimation in sparse Gaussian models and robust estimation of the mean
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DOI: 10.1214/19-ejs1590
Abstract: We consider two problems of estimation in high-dimensional Gaussian models. The first problem is that of estimating a linear functional of the means of n independent p-dimensional Gaussian vectors, under the assumption that at most… read more here.
Keywords: robust estimation; estimation; group; linear functional ... See more keywords
Influence of the Initial Neutrophils to Lymphocytes and Platelets Ratio on the Incidence and Severity of Sepsis-Associated Acute Kidney Injury: A Double Robust Estimation Based on a Large Public Database
Sign Up to like & getrecommendations! Published in 2022 at "Frontiers in Immunology"
DOI: 10.3389/fimmu.2022.925494
Abstract: Background Acute kidney injury (AKI) is a frequent consequence of sepsis and has been linked to poor prognosis. In critically ill patients, the ratio of neutrophils to lymphocytes and platelets (N/LP) has been confirmed as… read more here.
Keywords: aki; sepsis; severe aki; robust estimation ... See more keywords
Robust Estimation for Bivariate Poisson INGARCH Models
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DOI: 10.3390/e23030367
Abstract: In the integer-valued generalized autoregressive conditional heteroscedastic (INGARCH) models, parameter estimation is conventionally based on the conditional maximum likelihood estimator (CMLE). However, because the CMLE is sensitive to outliers, we consider a robust estimation method… read more here.
Keywords: robust estimation; poisson ingarch; ingarch models; bivariate poisson ... See more keywords