Large Sample Approximation

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The Experts below are selected from a list of 237 Experts worldwide ranked by ideXlab platform

Housila P. Singh - One of the best experts on this subject based on the ideXlab platform.

B.t. Sieskul - One of the best experts on this subject based on the ideXlab platform.

  • An Asymptotic Maximum Likelihood for Joint Estimation of Nominal Angles and Angular Spreads of Multiple Spatially Distributed Sources
    IEEE Transactions on Vehicular Technology, 2010
    Co-Authors: B.t. Sieskul
    Abstract:

    This paper proposes a Large-Sample Approximation of the maximum likelihood (ML) criterion for the joint estimation of nominal directions and angular spreads in the presence of multiple spatially spread sources. The key idea is the concentration on the exact likelihood function by replacing the parametric nuisance estimate, which depends on all unknown parameters at the critical point, by another estimate relying on only the angles of interest, such as nominal angles and angular spreads. Rather than the (3NS + 1) -dimensional optimization required by the exact ML estimator, the proposed Large-Sample Approximation allows 2NS-dimensional search, where NS is the number of sources. To demonstrate the proposed estimator, numerical results are conducted for the illustration of estimation error variance. In the non-asymptotic region, the proposed estimator outperforms previous approaches adopting the 2NS-dimensional search.

  • PIMRC - A Large-Sample Approximate Maximum Likelihood for Localizing A Spatially Distributed Source
    2005 IEEE 16th International Symposium on Personal Indoor and Mobile Radio Communications, 1
    Co-Authors: B.t. Sieskul, S. Jitapunkul
    Abstract:

    This paper proposes a Large-Sample Approximation of the maximum likelihood (ML) criterion for estimating the nominal direction of a spatially spread source. The likelihood function is concentrated on at the critical point. The parametric nuisance estimate, which depends on all model parameters, is replaced by one that relies only on the nominal angle of interest. Rather than the four-dimensional optimization required in the exact ML estimation, this Large-Sample Approximation allows us to obtain only one-dimensional search. Since it is an asymptotic Approximation of the exact ML estimator, the standard deviation of its estimate error attains the Cramer-Rao bound for a Large number of temporal snapshots. To validate the asymptotic efficiency, numerical simulations are performed and also compared with previous approaches. The well-behaved results show that the asymptotic ML estimator outperforms several sub-optimal criteria in non-asymptotic region, both extreme SNR situations, and for Large angular spread

  • Asymptotic maximum likelihood for localizing multiple spatially-distributed sources
    NSIP 2005. Abstracts. IEEE-Eurasip Nonlinear Signal and Image Processing 2005., 1
    Co-Authors: B.t. Sieskul, S. Jitapunkul
    Abstract:

    Summary form only given. This paper proposes a Large-Sample Approximation of maximum likelihood (ML) criterion for joint estimation of nominal directions and angular spreads in the presence of multiple spatially spread sources. The key behind the idea is to concentrate on the exact likelihood function by replacing the parametric nuisance estimate, which depends itself at the critical point on all model parameters, with one that relies only on angles of interest. Rather than (3N/sub S/ + 1) dimensions as the exact ML estimation required, this Large-Sample Approximation allows us to only 2N/sub S/-dimensional search, where N/sub S/ signifies the number of sources. Since it is an asymptotic Approximation of the ML estimator, its standard deviation of estimate error is derivable to attain the Cramer-Rao bound in Large number of temporal snapshots. To validate the new estimator, numerical results are performed and also compared with other previous approaches.

Ramkrishna S. Solanki - One of the best experts on this subject based on the ideXlab platform.

Byeong U. Park - One of the best experts on this subject based on the ideXlab platform.

  • Large Sample Approximation of the distribution for convex hull estimators of boundaries
    Scandinavian Journal of Statistics, 2006
    Co-Authors: Seokoh Jeong, Byeong U. Park
    Abstract:

    .  Given n independent and identically distributed observations in a set G = {(x, y) ∈ [0, 1]p × ℝ : 0 ≤ y ≤ g(x)} with an unknown function g, called a boundary or frontier, it is desired to estimate g from the observations. The problem has several important applications including classification and cluster analysis, and is closely related to edge estimation in image reconstruction. The convex-hull estimator of a boundary or frontier is also very popular in econometrics, where it is a cornerstone of a method known as ‘data envelope analysis’. In this paper, we give a Large Sample Approximation of the distribution of the convex-hull estimator in the general case where p ≥ 1. We discuss ways of using the Large Sample Approximation to correct the bias of the convex-hull and the DEA estimators and to construct confidence intervals for the true function.

  • Large Sample Approximation of the Distribution for Convex‐Hull Estimators of Boundaries
    Scandinavian Journal of Statistics, 2006
    Co-Authors: S.-o. Jeong, Byeong U. Park
    Abstract:

    .  Given n independent and identically distributed observations in a set G = {(x, y) ∈ [0, 1]p × ℝ : 0 ≤ y ≤ g(x)} with an unknown function g, called a boundary or frontier, it is desired to estimate g from the observations. The problem has several important applications including classification and cluster analysis, and is closely related to edge estimation in image reconstruction. The convex-hull estimator of a boundary or frontier is also very popular in econometrics, where it is a cornerstone of a method known as ‘data envelope analysis’. In this paper, we give a Large Sample Approximation of the distribution of the convex-hull estimator in the general case where p ≥ 1. We discuss ways of using the Large Sample Approximation to correct the bias of the convex-hull and the DEA estimators and to construct confidence intervals for the true function.

  • Limit Distribution of Convex-Hull Estimators of Boundaries
    2004
    Co-Authors: Seokoh Jeong, Byeong U. Park
    Abstract:

    Given n independent and identically distributed observations in a set G with an unknown function g, called a boundary or frontier, it is desired to estimate g from the observations. The problem has several important applications including classification and cluster analysis, and is closely related to edge estimation in image reconstruction. It is particularly important in econometrics. The convex-hull estimator of a boundary or frontier is very popular in econometrics, where it is a cornerstone of a method known as `data envelope analysis´ or DEA. In this paper we give a Large Sample Approximation of the distribution of the convex-hull estimator in the general case where p>=1. We discuss ways of using the Large Sample Approximation to correct the bias of the convex-hull and the DEA estimators and to construct confidence intervals for the true function.

Rohini Yadav - One of the best experts on this subject based on the ideXlab platform.

  • Improved Ratio and Product Exponential Type Estimators
    Journal of Statistical Theory and Practice, 2011
    Co-Authors: Lakshmi N. Upadhyaya, Housila P. Singh, S. Chatterjee, Rohini Yadav
    Abstract:

    This paper addresses the problem of estimating the population mean using auxiliary information. Improved versions of Bahl and Tuteja (1991) ratio and product exponential type estimators have been proposed and their properties studied under Large Sample Approximation. It has been shown that the proposed ratio and product exponential type estimators are more efficient than those considered by Bahl and Tuteja (1991) estimators, conventional ratio and product estimators and the usual unbiased estimator under some realistic conditions. An empirical study has been carried out to judge the merits of the suggested estimators over others. Theoretical and empirical results are sound and quite illuminating compared to other estimators.