21 April 2006 Adaptive robust estimates of shift and scale parameters
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Proceedings Volume 6160, Twelfth Joint International Symposium on Atmospheric and Ocean Optics/Atmospheric Physics; 616010 (2006) https://doi.org/10.1117/12.675244
Event: Twelfth Joint International Symposium on Atmospheric and Ocean Optics/Atmospheric Physics, 2005, Tomsk, Russian Federation
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.
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I. V. Rymar, I. V. Rymar, V. A. Simakhin, V. A. Simakhin, "Adaptive robust estimates of shift and scale parameters", Proc. SPIE 6160, Twelfth Joint International Symposium on Atmospheric and Ocean Optics/Atmospheric Physics, 616010 (21 April 2006); doi: 10.1117/12.675244; https://doi.org/10.1117/12.675244
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