[1]赵媛媛,明瑞星.一维实余弦信号模型振幅的两步M估计[J].南京师大学报(自然科学版),2012,35(01):12-15.
Zhao Yuanyuan,Ming Ruixing.Two-Step M Estimators for Parameter Amplitudes in One Dimensional Cosine Model[J].Journal of Nanjing Normal University(Natural Science Edition),2012,35(01):12-15.
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一维实余弦信号模型振幅的两步M估计(
)
《南京师大学报（自然科学版）》[ISSN:1001-4616/CN:32-1239/N]
- 卷:
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第35卷
- 期数:
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2012年01期
- 页码:
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12-15
- 栏目:
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数学
- 出版日期:
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2012-03-20
文章信息/Info
- Title:
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Two-Step M Estimators for Parameter Amplitudes in One Dimensional Cosine Model
- 作者:
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赵媛媛1; 明瑞星2
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1． 南京师范大学数学科学学院，江苏南京210046 2． 中国科学技术大学统计与金融系，安徽合肥230026
- Author(s):
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Zhao Yuanyuan1; Ming Ruixing2
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1.School of Mathematical Sciences,Nanjing Normal University,Nanjing 210046,China
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- 关键词:
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信号模型; 两步M 估计
- Keywords:
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signal processing; two-step M estimator
- 分类号:
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O211.67;TN911.7
- 摘要:
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在一维实余弦信号模型中,对振幅采用两步M估计,即从频率的一个相合估计出发对振幅采用M估计.两步法得到的振幅估计是相合的,数据模拟表明该估计和最小二乘估计相比更加稳健.
- Abstract:
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In one dimensional signal processing model，we present robust estimates for parameter amplitudes via constructing a two-step estimation procedure． For certain pre-specified consistent estimators of frequencies，we plug them into the M estimation equations in step one． Subsequently，we obtain M estimators for parameter amplitudes，which are consistent． Simulation studies show that the two-step estimator performs better than the traditional least squares estimator．
参考文献/References:
［1］ Huber P J． Robust estimation of a location parameter ［J］． Ann Math Statist，1964，35: 73-101．
［2］ Huber P J． Robust regression ［J］． Ann Statist，1973，1: 799-821．
［3］ Zhao L C，Rao C R，Chen X R． A note on the consistency of M-estimates in linear models［M］/ / Stochastic Process，A Festschrift in Honour of Gopinath Kallianpur． New York: Springer-Verlag，1993: 359-367．
［4］ Nandi S，Iyer S K，Kundu D． Estimation of frequencies in presence of heavy tail errors［J］． Statistics Probability Letters， 2002，58: 265-282．
备注/Memo
- 备注/Memo:
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通讯联系人:赵媛媛，博士，讲师，研究方向: 数理统计． E-mail: yyz@ mail．ustc．edu．cn
更新日期/Last Update:
2013-03-11