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Displaying 41 – 60 of 62

Estimation of the output deviation norm for uncertain, discrete-time nonlinear systems in a state dependent form

Przemysław Orłowski (2007)

International Journal of Applied Mathematics and Computer Science

Numerical evaluation of the optimal nonlinear robust control requires estimating the impact of parameter uncertainties on the system output. The main goal of the paper is to propose a method for estimating the norm of an output trajectory deviation from the nominal trajectory for nonlinear uncertain, discrete-time systems. The measure of the deviation allows us to evaluate the robustness of any designed controller. The first part of the paper concerns uncertainty modelling for nonlinear systems...

Estimation of the preference relation on the basis of multiple pairwise comparisons

Leszek Klukowski (2008)

Control and Cybernetics

Estimation of the variance components in the linear regression model

Jaroslav Stuchlý (1993)

Mathematica Slovaca

Estimation of variance components in mixed linear models

Júlia Volaufová, Viktor Witkovský (1992)

Applications of Mathematics

The MINQUE of the linear function $\int^{'} ϑ$ of the unknown variance-components parameter $ϑ$ in mixed linear model under linear restrictions of the type $𝐑 ϑ = c$ is defined and derived. As an illustration of this estimator the example of the one-way classification model with the restrictions $ϑ_{1} = k ϑ_{2}$ , where $k \geq 0$ , is given.

Estimation of variance components in random models

R. Zmyślony (1973)

Applicationes Mathematicae

Estimation récursive des paramètres d'un modèle de régression, variant au cours du temps

J.-P. Indjehagopian (1981)

RAIRO - Operations Research - Recherche Opérationnelle

Estimation Under Linear Regression Models.

P. Mukhopadhyay (1986)

Metrika

Estimations of covariance components in mixed linear models

Štefan Varga (1996)

Mathematica Bohemica

An estimation of the linear function of elements of unknown matrices in the covariance components model is presented.

Estimator selection in the gaussian setting

Yannick Baraud, Christophe Giraud, Sylvie Huet (2014)

Annales de l'I.H.P. Probabilités et statistiques

We consider the problem of estimating the mean $f$ of a Gaussian vector $Y$ with independent components of common unknown variance $σ^{2}$ . Our estimation procedure is based on estimator selection. More precisely, we start with an arbitrary and possibly infinite collection $𝔽$ of estimators of $f$ based on $Y$ and, with the same data $Y$ , aim at selecting an estimator among $𝔽$ with the smallest Euclidean risk. No assumptions on the estimators are made and their dependencies with respect to $Y$ may be unknown. We establish...

Estimators and tests for variance components in cross nested orthogonal designs

Miguel Fonseca, João Tiago Mexia, Roman Zmyślony (2003)

Discussiones Mathematicae Probability and Statistics

Explicit expressions of UMVUE for variance components are obtained for a class of models that include balanced cross nested random models. These estimators are used to derive tests for the nullity of variance components. Besides the usual F tests, generalized F tests will be introduced. The separation between both types of tests will be based on a general theorem that holds even for mixed models. It is shown how to estimate the p-value of generalized F tests.

Estimators for epidemic alternatives

Marie Hušková (1995)

Commentationes Mathematicae Universitatis Carolinae

We introduce and study the behavior of estimators of changes in the mean value of a sequence of independent random variables in the case of so called epidemic alternatives which is one of the variants of the change point problem. The consistency and the limit distribution of the estimators developed for this situation are shown. Moreover, the classical estimators used for `at most change' are examined for the studied situation.

Étude des propriétés asymptotiques des estimateurs des moindres carrés pour des problèmes de régression à phases multiples

François Brodeau (1985)

Statistique et analyse des données

Étude d'un modèle factoriel d'analyse de la variance comme modèle linéaire généralisé

K. M. M. Dorkenoo, J.-R. Mathieu (1993)

Revue de Statistique Appliquée

Étude géométrique de l'analyse de la variance multidimensionnelle

Guy Fourt (1979)

Annales scientifiques de l'Université de Clermont. Mathématiques

Exact distribution for the generalized F tests

Miguel Fonseca, Joao Tiago Mexia, Roman Zmyślony (2002)

Discussiones Mathematicae Probability and Statistics

Generalized F statistics are the quotients of convex combinations of central chi-squares divided by their degrees of freedom. Exact expressions are obtained for the distribution of these statistics when the degrees of freedom either in the numerator or in the denominator are even. An example is given to show how these expressions may be used to check the accuracy of Monte-Carlo methods in tabling these distributions. Moreover, when carrying out adaptative tests, these expressions enable us to estimate...

Exact distributions in the model of a regression line for the threshold parameter with exponential distribution of errors

Volkmar Henschel (2001)

Kybernetika

In this paper it is shown how one can work out exact distributions of estimators and test statistics in the model of a regression line for the threshold parameter with exponential distribution of errors. This is done on a test statistics which is related to a problem of Zvára [Zvara95].

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