کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
6959064 1451952 2015 7 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
On ordered normally distributed vector parameter estimates
ترجمه فارسی عنوان
برآوردهای پارامترهای بردار متعارف به طور معمول توزیع شده
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر پردازش سیگنال
چکیده انگلیسی
The ordered values of a sample of observations are called the order statistics of the sample and are among the most important functions of a set of random variables in probability and statistics. However the study of ordered estimates seems to have been overlooked in maximum-likelihood estimation. Therefore it is the aim of this communication to give an insight into the relevance of order statistics in maximum-likelihood estimation by providing a second-order statistical prediction of ordered normally distributed estimates. Indeed, this second-order statistical prediction allows to refine the asymptotic performance analysis of the mean square error (MSE) of maximum likelihood estimators (MLEs) of a subset of the parameters. A closer look to the bivariate case highlights the possible impact of estimates ordering on MSE, impact which is not negligible in (very) high resolution scenarios.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Signal Processing - Volume 115, October 2015, Pages 20-26
نویسندگان
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