Informacja

Drogi użytkowniku, aplikacja do prawidłowego działania wymaga obsługi JavaScript. Proszę włącz obsługę JavaScript w Twojej przeglądarce.

English (EN)·Polski (PL)·Yкраїнський (UK)
Przejdź do strony domowej biblioteki Centralna Biblioteka Wojskowa Link otwiera się w nowym oknie Logo biblioteki Prolib Integro - strona głównaCentralna Biblioteka Wojskowa

Wyszukujesz frazę "estimator" wg kryterium: Temat

  Lista filtrów
Wyrównaj
Wyświetlanie 1-15 z 197
Tytuł:
Uniform convergence of density estimators on spheres
Autorzy:
Bertrand-Retali, Monique
Ait-Hennani, Larbi
Powiązania:
https://bibliotekanauki.pl/articles/1340448.pdf
Data publikacji:
1995
Wydawca:
Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:
histogram estimator
kernel estimator
spherical cap estimator
Źródło:
Applicationes Mathematicae; 1993-1995, 22, 4; 427-446
1233-7234
Pojawia się w:
Applicationes Mathematicae
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Universal speed and flux estimator for induction motor
Autorzy:
Dybkowski, M.
Powiązania:
https://bibliotekanauki.pl/articles/1193560.pdf
Data publikacji:
2018
Wydawca:
Politechnika Wrocławska. Oficyna Wydawnicza Politechniki Wrocławskiej
Tematy:
speed estimator
rotor flux estimator
parameter estimator
induction motor
MRAS
universal estimator
vector control
Opis:
In the paper, the concept of universal speed and flux estimator with additional parameters estimators is presented. Proposed solution is based on the Model Reference Adaptive System (MRAS) type flux and speed estimator and can be used in different industrial systems (especially in the automotive applications). Induction Motor (IM) parameters are estimated using the systems based only on simple simulators and adaptive systems (voltage model and current model). Proposed system was tested in the sensorless induction motor drive with the Direct Field Oriented Control (DFOC) algorithm. Simulation and experimental results are presented in the paper.
Źródło:
Power Electronics and Drives; 2018, 3, 38; 157-169
2451-0262
2543-4292
Pojawia się w:
Power Electronics and Drives
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On geometry of the set of admissible quadratic estimators of quadratic functions of normal parameters
Autorzy:
Neumann, Konrad
Zontek, Stefan
Powiązania:
https://bibliotekanauki.pl/articles/729676.pdf
Data publikacji:
2006
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
linear estimator
quadratic estimator
Bayesian quadratic estimator
quadratic loss function
admissibility
quadratic subspace
Opis:
We consider the problem of admissible quadratic estimation of a linear function of μ² and σ² in n dimensional normal model N(Kμ,σ²Iₙ) under quadratic risk function. After reducing this problem to admissible estimation of a linear function of two quadratic forms, the set of admissible estimators are characterized by giving formulae on the boundary of the set D ⊂ R² of components of the two quadratic forms constituting the set of admissible estimators. Different shapes and topological properties of the set D are studied.
Źródło:
Discussiones Mathematicae Probability and Statistics; 2006, 26, 2; 109-125
1509-9423
Pojawia się w:
Discussiones Mathematicae Probability and Statistics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Rotor fault compensation and detection in a sensorless induction motor drive
Autorzy:
Bednarz, S.
Powiązania:
https://bibliotekanauki.pl/articles/1193283.pdf
Data publikacji:
2017
Wydawca:
Politechnika Wrocławska. Oficyna Wydawnicza Politechniki Wrocławskiej
Tematy:
rotor faults
DFOC
speed estimator
MRAS
parameter estimator
Opis:
The compensation and detection analysis of rotor faults in a sensorless induction motor drive system with an additional rotor resistance estimator has been conducted and the influence of the rotor faults on the properties of such system has been examined. The rotor flux vector and rotor speed have been reconstructed by the MRASCC estimator. The drive was tested for various conditions. Simulation tests were performed in the direct field oriented control (DFOC) structure realized in the MATLAB/Simulink software.
Źródło:
Power Electronics and Drives; 2017, 2, 37/1; 71-80
2451-0262
2543-4292
Pojawia się w:
Power Electronics and Drives
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Estimation of the density and cumulative distribution functions of the exponentiated Burr XII distribution
Autorzy:
Hassan, Amal S.
Assar, Salwa M.
Ali, Kareem A.
Nagy, Heba F.
Powiązania:
https://bibliotekanauki.pl/articles/1917020.pdf
Data publikacji:
2021-12-08
Wydawca:
Główny Urząd Statystyczny
Tematy:
exponentiated Burr Type XII model
least squares estimator
maximum likelihood estimator
uniform minimum variance unbiased estimator
weighted least squares estimator
Opis:
The exponentiated Burr Type XII (EBXII) distribution has wide applications in reliability and economic studies. In this article, the estimation of the probability density function and the cumulative distribution function of EBXII distribution is considered. We examine the maximum likelihood estimator, the uniformly minimum variance unbiased estimator, the least squares estimator, the weighted least squares estimator, the maximum product spacing estimator, the Cramér–von-Mises estimator, and the Anderson–Darling estimator. We derive analytical forms for the bias and mean square error. A simulation study is performed to investigate the consistency of the suggested methods of estimation. Data relating to the wind speed and service times of aircraft windshields are used with the studied methods. The simulation studies and real data applications have revealed that the maximum likelihood estimator performs more efficiently than its remaining counterparts.
Źródło:
Statistics in Transition new series; 2021, 22, 4; 171-189
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
An alternative approach to characterize the commutativity of orthogonal projectors
Autorzy:
Baksalary, Oskar
Trenkler, Götz
Powiązania:
https://bibliotekanauki.pl/articles/729960.pdf
Data publikacji:
2008
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
partitioned matrix
canonical correlations
ordinary least squares estimator
generalized least squares estimator
best linear unbiased estimator
Opis:
In an invited paper, Baksalary [Algebraic characterizations and statistical implications of the commutativity of orthogonal projectors. In: T. Pukkila, S. Puntanen (Eds.), Proceedings of the Second International Tampere Conference in Statistics, University of Tampere, Tampere, Finland, [2], pp. 113-142] presented 45 necessary and sufficient conditions for the commutativity of a pair of orthogonal projectors. Basing on these results, he discussed therein also statistical aspects of the commutativity with reference to problems concerned with canonical correlations and with comparisons between estimators and between sets of linearly sufficient statistics corresponding to different linear models. In the present paper, parts of this analysis are resumed in order to shed some additional light on the problem of commutativity. The approach utilized is different than the one used by Baksalary, and is based on representations of projectors in terms of partitioned matrices. The usefulness of such representations is demonstrated by reinvestigating some of Baksalary's statistical considerations.
Źródło:
Discussiones Mathematicae Probability and Statistics; 2008, 28, 1; 113-137
1509-9423
Pojawia się w:
Discussiones Mathematicae Probability and Statistics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A Better Estimator of Population Mean with Power Transformation Based on Ranked Set Sampling
Autorzy:
Mehta (Ranka), Nitu
Mandowara, V. L.
Powiązania:
https://bibliotekanauki.pl/articles/466002.pdf
Data publikacji:
2012
Wydawca:
Główny Urząd Statystyczny
Tematy:
ranked set sampling
ratio estimator
power transformation estimator auxiliary variable
Opis:
Ranked set sampling (RSS) was first suggested by McIntyre (1952) to increase the efficiency of estimate of the population mean. It has been shown that this method is highly beneficial to the estimation based on simple random sampling (SRS). There has been considerable development and many modifications were done on this method. This paper presents a modified ratio estimator using prior value of coefficient of kurtosis of an auxiliary variable x, with the intention to improve the efficiency of ratio estimator in ranked set sampling. The first order approximation to the bias and mean square error (MSE) of the proposed estimator are obtained. A generalized version of the suggested estimator by applying the Power transformation is also presented.
Źródło:
Statistics in Transition new series; 2012, 13, 3; 551-558
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
ON LOW-FREQUENCY ESTIMATION OF BID-ASK SPREAD IN THE STOCK MARKET
Autorzy:
Kociński, Andrzej Marek
Powiązania:
https://bibliotekanauki.pl/articles/453684.pdf
Data publikacji:
2014
Wydawca:
Szkoła Główna Gospodarstwa Wiejskiego w Warszawie. Katedra Ekonometrii i Statystyki
Tematy:
high-frequency data
low-frequency data
Roll estimator
Corwin-Schultz estimator
Opis:
In the article two popular low-frequency methods od bid-ask spread estimation are presented and applied to the stocks quoted on the Warsaw Stock Exchange (WSE): the Roll method [Roll 1984] and Corwin-Schultz method [Corwin and Schultz 2012]. The widely available data on average spreads published by WSE are used as benchmark and proxy of information, usually received from difficult to access and limited high-frequency financial data
Źródło:
Metody Ilościowe w Badaniach Ekonomicznych; 2014, 15, 2; 135-143
2082-792X
Pojawia się w:
Metody Ilościowe w Badaniach Ekonomicznych
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Horvitz-Thompson estimator based on theauxiliary variable
Autorzy:
Al-Jararha, J.
Sulaiman, Mazen
Powiązania:
https://bibliotekanauki.pl/articles/1358405.pdf
Data publikacji:
2020-03-23
Wydawca:
Główny Urząd Statystyczny
Tematy:
Horvitz-Thompson Estimator
Stratified Sampling Designs
Dual Calibration
GREG Type Estimator
Opis:
In this paper, the Horvitz and Thompson (1952) estimator will be modified; so that, the modified estimators will use the availability of the auxiliary variable. Furthermore, the modified estimators are extended to be used in stratified sampling designs. Empirical studies are given for comparison purposes.
Źródło:
Statistics in Transition new series; 2020, 21, 1; 37-54
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Robust m-estimator of parameters in variance components model
Autorzy:
Zmyślony, Roman
Zontek, Stefan
Powiązania:
https://bibliotekanauki.pl/articles/729842.pdf
Data publikacji:
2002
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
Robust estimator
maximum likelihood estimator
statistical functional
Fisher consistency
Fréchet differentiability
Opis:
It is shown that a method of robust estimation in a two way crossed classification mixed model, recently proposed by Bednarski and Zontek (1996), can be extended to a more general case of variance components model with commutative a covariance matrices.
Źródło:
Discussiones Mathematicae Probability and Statistics; 2002, 22, 1-2; 61-71
1509-9423
Pojawia się w:
Discussiones Mathematicae Probability and Statistics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
The two-dimensional linear relation in the errors-in-variables model with replication of one variable
Autorzy:
Czapkiewicz, Anna
Dawidowicz, Antoni
Powiązania:
https://bibliotekanauki.pl/articles/1208170.pdf
Data publikacji:
2000
Wydawca:
Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:
consistent estimator
linear regression
Opis:
We present a two-dimensional linear regression model where both variables are subject to error. We discuss a model where one variable of each pair of observables is repeated. We suggest two methods to construct consistent estimators: the maximum likelihood method and the method which applies variance components theory. We study asymptotic properties of these estimators. We prove that the asymptotic variances of the estimators of regression slopes for both methods are comparable.
Źródło:
Applicationes Mathematicae; 2000, 27, 3; 335-342
1233-7234
Pojawia się w:
Applicationes Mathematicae
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Tests for Ratio of Two Means in Case of Small Areas
Testy dla stosunku dwóch średnich w przypadku małych obszarów
Autorzy:
Pruska, Krystyna
Powiązania:
https://bibliotekanauki.pl/articles/904718.pdf
Data publikacji:
2005
Wydawca:
Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
Tematy:
small area
synthetic estimator
Opis:
Relacje pomiędzy charakterystykami podpopulacji i całej populacji są bardzo ważne w badaniach małych obszarów. W pracy tej zaproponowane są procedury testowe, służące do weryfikacji hipotezy o równości stosunku średniej dla małego obszaru do średniej z populacji dla analizowanej zmiennej i zmiennej pomocniczej. Własności jednej z zaproponowanych procedur badane są za pomocą metod symulacyjnych.
The relations between characteristics for subpopulations and for the whole population are very important in small area investigations. In the paper there are proposed testing procedures for verification of hypothesis which says that there is no difference between the ratio of small area mean and population mean for analysed variable and auxiliary variable. The properties of one considered procedure are investigated with the use of simulation methods.
Źródło:
Acta Universitatis Lodziensis. Folia Oeconomica; 2005, 194
0208-6018
2353-7663
Pojawia się w:
Acta Universitatis Lodziensis. Folia Oeconomica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
PROPERTIES OF SELECTED SIGNIFICANCE TESTS FOR EXTREME VALUE INDEX
Autorzy:
Pekasiewicz, Dorota
Powiązania:
https://bibliotekanauki.pl/articles/655815.pdf
Data publikacji:
2014
Wydawca:
Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
Tematy:
extreme index
size of test
power of test
Pickands estimator
Hill estimator
Opis:
The paper presents two tests verifying the hypothesis about the shape parameter of the generalized distribution of maximum statistic. It is called the extreme value index. The inverse of the positive index is called  the tail index and determines the degree of fatness of the tail. The asymptotic properties of the Pickands and the Hill estimator of the shape parameter are used to construct the test statistics. Simulation studies of the properties of these significance tests allow us to formulate some conclusions regarding their applications.
Źródło:
Acta Universitatis Lodziensis. Folia Oeconomica; 2014, 3, 302
0208-6018
2353-7663
Pojawia się w:
Acta Universitatis Lodziensis. Folia Oeconomica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Redescending M-estimators in regression analysis, cluster analysis and image analysis
Autorzy:
Müller, Christine
Powiązania:
https://bibliotekanauki.pl/articles/729806.pdf
Data publikacji:
2004
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
redescending M-estimator
regression
breakdown point
optimality
cluster analysis
image analysis
kernel estimator
Opis:
We give a review on the properties and applications of M-estimators with redescending score function. For regression analysis, some of these redescending M-estimators can attain the maximum breakdown point which is possible in this setup. Moreover, some of them are the solutions of the problem of maximizing the efficiency under bounded influence function when the regression coefficient and the scale parameter are estimated simultaneously. Hence redescending M-estimators satisfy several outlier robustness properties. However, there is a problem in calculating the redescending M-estimators in regression. While in the location-scale case, for example, the Cauchy estimator has only one local extremum this is not the case in regression. In regression there are several local minima reflecting several substructures in the data. This is the reason that the redescending M-estimators can be used to detect substructures in data, i.e. they can be used in cluster analysis. If the starting point of the iteration to calculate the estimator is coming from the substructure then the closest minimum corresponds to this substructure. This property can be used to construct an edge and corner preserving smoother for noisy images so that there are applications in image analysis as well.
Źródło:
Discussiones Mathematicae Probability and Statistics; 2004, 24, 1; 59-75
1509-9423
Pojawia się w:
Discussiones Mathematicae Probability and Statistics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Through a Random Route to the Goal: Theoretical Background and Application of the Method in Tourism Surveying in Poland
Autorzy:
Wójcik, Sebastian
Powiązania:
https://bibliotekanauki.pl/articles/1058914.pdf
Data publikacji:
2020-09-04
Wydawca:
Główny Urząd Statystyczny
Tematy:
random route
Horvitz-Thompsom estimator
Opis:
Classic survey methods are ineffective when surveying a small or rare population. Several methods have been developed to address this issue, but often without providing a full mathematical justification. In this paper we propose estimators of parameters relating to Random Route Sampling and explore their basic properties. A formula for the Horvitz-Thompson estimator weights is presented. Finally, a case of a tourism-related survey conducted in Poland is discussed.
Źródło:
Statistics in Transition new series; 2020, 21, 3; 185-193
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Wyświetlanie 1-15 z 197

Ta witryna wykorzystuje pliki cookies do przechowywania informacji na Twoim komputerze. Pliki cookies stosujemy w celu świadczenia usług na najwyższym poziomie, w tym w sposób dostosowany do indywidualnych potrzeb. Korzystanie z witryny bez zmiany ustawień dotyczących cookies oznacza, że będą one zamieszczane w Twoim komputerze. W każdym momencie możesz dokonać zmiany ustawień dotyczących cookies