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Spectral properties of moving L-estimates of independent data

โœ Scribed by A.C. Bovik; A. Restrepo

Book ID
103090471
Publisher
Elsevier Science
Year
1987
Tongue
English
Weight
706 KB
Volume
324
Category
Article
ISSN
0016-0032

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โœฆ Synopsis

A derivation of the joint probability distribution and mass junctions of order statistics coming ,from overlapping samples is presented. The general formulation allows for samples of any size overlapping (coinciding) in any number of observed values ranging from zero to the number of observations in the smaller sample.

These expressions are used to compute the autocovariance function of a moving L-estimate (linear combination of order statistics) of a sequence of independent, identically distributed second-order random variables, under a variety oj assumptions on the parent distribution. The associated variance spectral density is also computed for several jilters of interest,

๐Ÿ“œ SIMILAR VOLUMES

Acknowledgement of priority spectral pro
Acknowledgement of priority spectral properties of moving L-estimates of independent data
โœ A.C. Bovik; A. Restrepo ๐Ÿ“‚ Article ๐Ÿ“… 1988 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 27 KB

A. David has kindly pointed out that an expression for the joint probability distribution iunction of order statistics from overlapping samples, similar to equation (3) in our paper, had been previously given in the reference cited below. This expression could also have been used in deriving the res