[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.
点击复制
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:
-
第35卷
- 期数:
-
2012年01期
- 页码:
-
12-15
- 栏目:
-
数学
- 出版日期:
-
2012-03-20
文章信息/Info
- Title:
-
Two-Step M Estimators for Parameter Amplitudes in One Dimensional Cosine Model
- 作者:
-
赵媛媛1; 明瑞星2
-
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):
-
Zhao Yuanyuan1; Ming Ruixing2
-
1.School of Mathematical Sciences,Nanjing Normal University,Nanjing 210046,China
-
- 关键词:
-
信号模型; 两步M 估计
- Keywords:
-
signal processing; two-step M estimator
- 分类号:
-
O211.67;TN911.7
- 摘要:
-
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:
-
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:
-
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