Displaying similar documents to “Estimation of anisotropic Gaussian fields through Radon transform”

Estimation of anisotropic gaussian fields through Radon transform

Hermine Biermé, Frédéric Richard (2008)

ESAIM: Probability and Statistics

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We estimate the anisotropic index of an anisotropic fractional brownian field. For all directions, we give a convergent estimator of the value of the anisotropic index in this direction, based on generalized quadratic variations. We also prove a central limit theorem. First we present a result of identification that relies on the asymptotic behavior of the spectral density of a process. Then, we define Radon transforms of the anisotropic fractional brownian field and prove that these...

Efficient estimation of functionals of the spectral density of stationary Gaussian fields

Carenne Ludeña (2010)

ESAIM: Probability and Statistics

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Minimax bounds for the risk function of estimators of functionals of the spectral density of Gaussian fields are obtained. This result is a generalization of a previous result of Khas'minskii and Ibragimov on Gaussian processes. Efficient estimators are then constructed for these functionals. In the case of linear functionals these estimators are given for all dimensions. For non-linear integral functionals, these estimators are constructed for the two and three dimensional problems. ...

The LASSO estimator: Distributional properties

Rakshith Jagannath, Neelesh S. Upadhye (2018)

Kybernetika

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The least absolute shrinkage and selection operator (LASSO) is a popular technique for simultaneous estimation and model selection. There have been a lot of studies on the large sample asymptotic distributional properties of the LASSO estimator, but it is also well-known that the asymptotic results can give a wrong picture of the LASSO estimator's actual finite-sample behaviour. The finite sample distribution of the LASSO estimator has been previously studied for the special case of...

Asymptotic unbiased density estimators

Nicolas W. Hengartner, Éric Matzner-Løber (2009)

ESAIM: Probability and Statistics

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This paper introduces a computationally tractable density estimator that has the same asymptotic variance as the classical Nadaraya-Watson density estimator but whose asymptotic bias is zero. We achieve this result using a two stage estimator that applies a multiplicative bias correction to an oversmooth pilot estimator. Simulations show that our asymptotic results are available for samples as low as , where we see an improvement of as much as 20% over the traditionnal estimator. ...

Estimation for heavy tailed moving average process

Hakim Ouadjed, Tawfiq Fawzi Mami (2018)

Kybernetika

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In this paper, we propose two estimators for a heavy tailed MA(1) process. The first is a semi parametric estimator designed for MA(1) driven by positive-value stable variables innovations. We study its asymptotic normality and finite sample performance. We compare the behavior of this estimator in which we use the Hill estimator for the extreme index and the estimator in which we use the t-Hill in order to examine its robustness. The second estimator is for MA(1) driven by stable variables...

Lacunary Fractional brownian Motion

Marianne Clausel (2012)

ESAIM: Probability and Statistics

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In this paper, a new class of Gaussian field is introduced called Lacunary Fractional Brownian Motion. Surprisingly we show that usually their tangent fields are not unique at every point. We also investigate the smoothness of the sample paths of Lacunary Fractional Brownian Motion using wavelet analysis.

Lacunary Fractional Brownian Motion

Marianne Clausel (2012)

ESAIM: Probability and Statistics

Similarity:

In this paper, a new class of Gaussian field is introduced called Lacunary Fractional Brownian Motion. Surprisingly we show that usually their tangent fields are not unique at every point. We also investigate the smoothness of the sample paths of Lacunary Fractional Brownian Motion using wavelet analysis.