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Bias reduction of the maximum-likelihood estimator for a conditional Gaussian MA(1) model

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 2017年第17期46卷 8588-8602页

作者： Kurosawa, Takeshi Noguchi, Kohei Honda, Fumiaki Tokyo Univ Sci Dept Appl Math Fac Sci Tokyo Japan Tokyo Univ Sci Grad Sch Sci Dept Math Informat Sci Tokyo Japan

In this paper, we consider an estimation for the unknown parameters of a conditional Gaussian MA(1) model. In the majority of cases, a maximum-likelihood estimator is chosen because the estimator is consistent. However, for small sample sizes the error is large, because the estimator has a bias of O(n(-1)). Therefore, we provide a bias of O(n(-1)) for the maximum-likelihood estimator for the conditional Gaussian MA(1) model. Moreover, we propose new estimators for the unknown parameters of the conditional Gaussian MA(1) model based on the bias of O(n(-1)). We investigate the properties of the bias, as well as the asymptotical variance of the maximum-likelihood estimators for the unknown parameters, by performing some simulations. Finally, we demonstrate the validity of the new estimators through this simulation study.

关键词： Asymptotic expansion bias reduction Gaussian MA(1) model maximum-likelihood estimator

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Large deviation expansion for maximum-likelihood estimator of α-Brownian bridge

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COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 2017年第15期46卷 7313-7326页

作者： Zhao, Shoujiang Chen, Ting China Three Gorges Univ Sch Sci Yichang 443002 Peoples R China

We studied the large deviation expansion for maximum-likelihood estimator of alpha-Brownian bridge by using change of measure and time-varying change of probability. The full expansion provided a useful tool to approx... 详细信息

关键词： alpha-Brownian bridge large deviation expansion maximum-likelihood estimator

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ON THE maximum-likelihood estimator FOR THE LOCATION PARAMETER OF A CAUCHY DISTRIBUTION

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CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE 1987年第2期15卷 137-146页

作者： BAI, ZD FU, JC UNIV PITTSBURGH CTR MULTIVARIATE ANALPITTSBURGHPA 15260 UNIV MANITOBA DEPT STATWINNIPEG R3T 2N2MANITOBACANADA

In the literature of point estimation, the Cauchy distribution with location parameter is often cited as an example for the failure of maximum-likelihood method and hence the failure of the likelihood principle in general. Contrary to the above notion, we prove that even in this case the likelihood equation has multiple roots and that the maximum-likelihood estimator (the global maximum) remains as an asymptotically optimal estimator in the Bahadur sense. Dans la littérature de l'estimation ponctuelle, on cite souvent le cas du paramètre de position d'une loi de Cauchy lorsqu'on veut donner l'exemple d'un cas où la méthode du maximum de vraisemblance ne donne pas satisfaction et, partant de là, on conclut à la nonuniversalité du principe de vraisemblance. Contrairement à cette opinion, nous montrons que dans ce cas l'équation de vraisemblance possède des racines multiples et que l'estimateur fourni par la méthode du maximum de vraisemblance (le maximum global) demeure malgré tout un estimateur asymptotiquement optimal au sens de Bahadur.

关键词： likelihood function maximum-likelihood estimator likelihood equation Cauchy distribution consistent estimator first-order efficient second-order efficient

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ON THE ADMISSIBILITY OF THE maximum-likelihood estimator OF THE BINOMIAL VARIANCE

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CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE 1992年第4期20卷 353-358页

作者： BROWN, LD CHOW, M FONG, DKH CORNELL UNIV DEPT MATHITHACANY 14853 NORTHEASTERN UNIV BOSTONMA 02115 PENN STATE UNIV DEPT MANAGEMENT SCIUNIV PKPA 16802

This paper addresses the admissibility of the maximum-likelihood estimator (MLE) of the variance of a binomial distribution with parameters n and p under squared-error loss. We show that the MLE is admissible for n le... 详细信息

关键词： ADMISSIBILITY BINOMIAL DISTRIBUTIONS maximum-likelihood estimator SQUARED-ERROR LOSS VARIANCE

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Moderate deviation principle for maximum-likelihood estimator

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STATISTICS 2014年第4期48卷 766-777页

作者： Miao, Yu Wang, Yanling Henan Normal Univ Coll Math & Informat Sci Xixiang 453007 Henan Province Peoples R China

In the present paper, we establish the moderate deviations principle for the maximum-likelihood estimator (MLE) from independent not identically sample under some suitable assumptions, which are weaker than the exponential integrability condition in Miao and Chen [Note on the moderate deviation principle of maximum likelihood estimator. Acta Appl Math. 2010;110: 863-869] and give an equivalent condition of the moderate deviations principle for the MLE under the i.i.d. case.

关键词： maximum-likelihood estimator Fisher information moderate deviations

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maximum likelihood estimator Under a Misspecified Model With High Signal-to-Noise Ratio

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IEEE TRANSACTIONS ON SIGNAL PROCESSING 2011年第8期59卷 4012-4016页

作者： Ding, Quan Kay, Steven Univ Rhode Isl Dept Elect Comp & Biomed Engn Kingston RI 02881 USA

It is well known that the maximum-likelihood estimator (MLE) under a misspecified model converges to a well defined limit and it is asymptotically Gaussian as the sample size goes to infinity. In this correspondence, we consider a misspecified model with deterministic signal embedded in Gaussian noise and fully characterize the asymptotic performance of the MLE under this misspecified model with high signal-to-noise (SNR). We see that under some regularity conditions, it converges to a well defined limit and is asymptotically Gaussian with high SNR.

关键词： High signal-to-noise ratio Kullback-Leibler divergence maximum-likelihood estimator misspecified model

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Estimating the Generalizations of Process Capability Index Cpmk in the Presence of Outliers

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QUALITY AND RELIABILITY ENGINEERING INTERNATIONAL 2025年第3期41卷 1059-1072页

作者： Iranmanesh, Hamideh Nooghabi, Mehdi Jabbari Parchami, Abbas Ferdowsi Univ Mashhad Fac Math Sci Dept Stat Mashhad Iran Shahid Bahonar Univ Kerman Fac Math & Comp Dept Stat Kerman Iran

Process capability indices (PCIs) play a fundamental role in assessing and quantifying the capability of manufacturing processes to meet customer specifications. To date, the majority of PCIs that are now in use have been examined through the use of novel generalizations of PCIs with symmetric tolerances to check the performance of an industrial manufacturing process. In this paper, we proposed new estimations of some indices with asymmetric tolerances in the presence of outliers. New robust and parametric estimators of some PCIs are introduced to estimate and compare these indices for each normal distribution with the presence of different outliers. Meanwhile, this paper discusses how well the proposed method can be used for non-normal data. For illustration purpose, the application example is presented.

关键词： maximum-likelihood estimator moment estimator outliers robust estimator

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maximum-likelihood-Based Location, Orientation, Transmitted Power, and Antenna Beamwidth estimator Utilizing the Angle-of-Arrival and Received Power for Spectrum Sharing at Millimeter Wave Bands

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IEEE ACCESS 2023年 11卷 6896-6911页

作者： Hanpinitsak, Panawit Murakami, Kosuke Takada, Jun-Ichi Saito, Kentaro Tokyo Inst Technol Dept Transdisciplinary Sci & Engn Tokyo 1528552 Japan Khon Kaen Univ Fac Engn Dept Comp Engn Khon Kaen 40002 Thailand Tokyo Denki Univ Dept Design Engn & Technol Tokyo 1200026 Japan Khon Kaen Univ Fac Business Adm & Accountancy Khon Kaen 40002 Thailand

The fifth-generation (5G) system utilizing millimeter wave is available in Japan, but more bandwidth is demanded by the mobile phone operators to accommodate the demand for high data rate. Allocation of the vacant spectrum is impossible due to the past spectrum allocation to other radio systems. For example, 24.25-27.5 GHz has been allocated for the fixed wireless access (FWA) and license exempt small power data communication system in Japan. Although Japanese government is considering to license a part of the band for 5G under the spectrum sharing scheme, the coexistence design is quite challenging due to unavailable operation data of such systems in a form of database for the coexistence study. For this purpose, this paper introduces a maximum-likelihood estimator (MLE), which utilizes the angle-of-arrival (AoA) and received power of the line-of-sight (LOS)/diffraction paths as well as the map database to simultaneously estimate these unknown parameters via the spectrum sensing. It was applied to the measurement data obtained from a sub-urban environment where a commercial fixed wireless access system with similar operational parameters is under operation. Its performance was evaluated for a different number of receiver (Rx) points. The results showed that the parameter estimation accuracy is proportional to the number of receiver points. The distance and orientation errors of 45 m and 5 deg were achieved at 90th percentile with 40 Rx points. Furthermore, the prediction performance of the effective isotropic radiated power (EIRP) was decent, albeit a slight underestimation of the beamwidth.

关键词： Location awareness maximum likelihood estimation Millimeter wave communication Receivers Antennas 5G mobile communication Diffraction Localization maximum-likelihood estimator millimeter wave angle-of-arrival spectrum sharing

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Performance analysis of a joint estimator for timing, frequency, and phase with continuous-phase modulation

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IET COMMUNICATIONS 2016年第3期10卷 263-271页

作者： Zhai, Wenchao Li, Zan Si, Jiangbo Bai, Jun Xidian Univ State Key Lab Integrated Serv Networks Xian 710071 Shaanxi Peoples R China

Performance analysis is presented for the joint estimation of symbol timing, frequency offset, and phase offset with continuous-phase modulation. In this study, undesirable influences on parameters to be estimated, which arise from the inaccuracy of the already estimated parameters, are computed mathematically. Based on performance analysis, a conditional Cramer-Rao bound (CRB) is put forward, and a hypothesise is made that phase offset variance with frequency error present should match with the conditional CRB for any digital phase modulation. Moreover, the hypothesis is manifested by analysing the log-likelihood function in a more general mathematical manner. To alleviate the influences, a data-aided acquisition and phase-locked loop tracking algorithm is proposed. The results of Monte Carlo simulations are presented, showing good agreement with theoretical analysis. Simulation results also show that the proposed algorithm can improve performance in terms of phase error variance at the expense of a high signal-to-noise ratio threshold.

关键词： continuous phase modulation maximum likelihood estimation frequency estimation timing phase locked loops Monte Carlo methods phase estimation symbol timing frequency offset continuous-phase modulation signals optimum training sequence Cramer-Rao bound CRB closed-form expressions maximum-likelihood estimator phase offset variance frequency error joint estimation algorithms digital phase modulation log-likelihood function data-aided acquisition phase-locked loop tracking algorithm Monte Carlo simulations phase error variance signal-to-noise ratio threshold

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An Efficient Selective Perceptual-Based Super-Resolution estimator

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IEEE TRANSACTIONS ON IMAGE PROCESSING 2011年第12期20卷 3470-3482页

作者： Karam, Lina J. Sadaka, Nabil G. Ferzli, Rony Ivanovski, Zoran A. Arizona State Univ Sch Elect Comp & Energy Engn Tempe AZ 85287 USA Microsoft Corp R&D Unified Commun Grp Redmond WA 98052 USA Univ Ss Cyril & Methodius Fac Engn Skopje 1000 North Macedonia

In this paper, a selective perceptual-based (SELP) framework is presented to reduce the complexity of popular super-resolution (SR) algorithms while maintaining the desired quality of the enhanced images/video. A perceptual human visual system model is proposed to compute local contrast sensitivity thresholds. The obtained thresholds are used to select which pixels are super-resolved based on the perceived visibility of local edges. Processing only a set of perceptually significant pixels reduces significantly the computational complexity of SR algorithms without losing the achievable visual quality. The proposed SELP framework is integrated into a maximum-a posteriori-based SR algorithm as well as a fast two-stage fusion-restoration SR estimator. Simulation results show a significant reduction on average in computational complexity with comparable signal-to-noise ratio gains and visual quality.

关键词： Edge detection human visual system (HVS) maximum a posteriori (MAP) estimator maximum-likelihood estimator perceptual quality reduced complexity super-resolution (SR)

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