A method is described for the calculation of the three-parameter Weibull distribution function from censored samples. The method introduces a data driven technique based on an adapted Gaussian like kernel to match the censoring scheme. The method minimizes the Cramer von Mises distance from a non-parametric density estimate and the parametric estimate at the order statistics. The maximum likeli...

This paper considers partially linear varying coefficient models when the response variable is missing at random. The paper uses imputation techniques to develop an omnibus specification test. The test is based on a simple modification of a Cramer von Mises functional that overcomes the curse of dimensionality often associated with the standard Cramer von Mises functional. The paper also consid...

In this paper we consider solutions to the non-stationary Wiener ltering problem using the evolutionary spectral theory. Two cases of interest result from the uncorrelation between the desired signal and the noise. One constrains the support of the generating kernels of the signals and the other imposes orthogonality on their innovation processes. The latter condition is more general and our so...

Several estimation methods have been proposed for identifying errors-in-variables systems, where both input and output measurements are corrupted by noise. One of the promising approaches is the so called Frisch scheme. This paper provides an accuracy analysis of the Frisch scheme applied to system identification. The estimates of the system parameters and the noise variances are shown to be as...

In many cases where direction nding is of interest, the signals impinging on an antenna array are known to be phase modulated, hence to have a constant mod-ulus (CM). This is a strong property, by itself already suucient for source separation, and can be used to construct improved direction nding algorithms. We rst present the relevant Cramer-Rao bounds for arbitrary array conngurations, and ar...

This paper introduces speci"cation tests of parametric mean-regression models. The null hypothesis of interest is that the parametric regression function is correctly speci"ed. The proposed tests are generalizations of the Kolmogorov}Smirnov and Cramer}von Mises tests to the regression framework. They are consistent against all alternatives to the null hypothesis, powerful against 1/Jn local al...

Lichun Li, Feng Wei College of Information Engineering Information Engineering University P.O.BOX 1001-828 Zhenzhou 450002, China Email: [email protected] Abstract—An effective technique in locating a source based on intersections of hyperbolic curves defined by the time differences of arrival of a signal received at a number of sensors is proposed. By making use of the knowledge of the cell’s ...