Consistent estimate of a residuals covariance for the estimation of noise covariance

Almost Sure Convergence Rates for the Estimation of a Covariance Operator for Negatively Associated Samples

Let {Xn, n >= 1} be a strictly stationary sequence of negatively associated random variables, with common continuous and bounded distribution function F. In this paper, we consider the estimation of the two-dimensional distribution function of (X1,Xk+1) based on histogram type estimators as well as the estimation of the covariance function of the limit empirical process induced by the se...

the innovation of a statistical model to estimate dependable rainfall (dr) and develop it for determination and classification of drought and wet years of iran

آب حاصل از بارش منبع تأمین نیازهای بی شمار جانداران به ویژه انسان است و هرگونه کاهش در کم و کیف آن مستقیماً حیات موجودات زنده را تحت تأثیر منفی قرار می دهد. نوسان سال به سال بارش از ویژگی های اساسی و بسیار مهم بارش های سالانه ایران محسوب می شود که آثار زیان بار آن در تمام عرصه های اقتصادی، اجتماعی و حتی سیاسی- امنیتی به نحوی منعکس می شود. چون میزان آب ناشی از بارش یکی از مولفه های اصلی برنامه ...

Efficient Clustering-based Noise Covariance Estimation for Maximum Noise Fraction

Most hyperspectral images (HSI) have important spectral features in specific combination of wave numbers or channels. Noise in these specific channels or bands can easily overwhelm these relevant spectral features. Maximum Noise Fraction (MNF) by Green et al. [1] has been extensively studied for noise removal in HSI data. The MNF transform maximizes the Signal to Noise Ratio (SNR) in feature sp...

Estimation of Covariance Matrix in Signal Processing When the Noise Covariance Matrix is Arbitrary

Spatial Heteroskedasticity and Autocorrelation Consistent Estimation of Covariance Matrix

This paper considers spatial heteroskedasticity and autocorrelation consistent (spatial HAC) estimation of covariance matrices of parameter estimators. We generalize the spatial HAC estimators introduced by Kelejian and Prucha (2007) to apply to linear and nonlinear spatial models with moment conditions. We establish its consistency, rate of convergence and asymptotic truncated mean squared err...