Chaumette, Eric and Vincent, François and Besson, Olivier On ordered normally distributed vector parameter estimates. (2015) Signal Processing, 115. 20-26. ISSN 0165-1684
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(Document in English)
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Official URL: http://dx.doi.org/10.1016/j.sigpro.2015.02.026
Abstract
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.
Item Type: | Article |
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HAL Id: | hal-01414626 |
Audience (journal): | International peer-reviewed journal |
Uncontrolled Keywords: | |
Institution: | Université de Toulouse > Institut Supérieur de l'Aéronautique et de l'Espace - ISAE-SUPAERO (FRANCE) |
Laboratory name: | |
Statistics: | download |
Deposited On: | 12 Dec 2016 13:35 |
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