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Asymptotic statistics for location estimates of acoustic signals

โœ Scribed by Hobbs, Stephen L.


Book ID
117992427
Publisher
American Institute of Physics
Year
1992
Tongue
English
Weight
873 KB
Volume
91
Category
Article
ISSN
0001-4966

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In this paper, based on moment-type and location invariant Hill estimators, a new kind of location invariant moment-type extreme value index estimator is proposed. The weak and strong consistency of the estimator are discussed. The asymptotic expansion of the estimator and its distribution are also