[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].南京师范大学学报(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()
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《南京师范大学学报》(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 Yuanyuan1Ming 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 processingtwo-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