期刊文献+
共找到26篇文章
< 1 2 >
每页显示 20 50 100
Improved adaptively robust estimation algorithm for GNSS spoofer considering continuous observation error 被引量:2
1
作者 GAO Yangjun LI Guangyun +2 位作者 LYU Zhiwei ZHANG Lundong LI Zhongpan 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2022年第5期1237-1248,共12页
Once the spoofer has controlled the navigation sys-tem of unmanned aerial vehicle(UAV),it is hard to effectively control the error convergence to meet the threshold condition only by adjusting parameters of estimation... Once the spoofer has controlled the navigation sys-tem of unmanned aerial vehicle(UAV),it is hard to effectively control the error convergence to meet the threshold condition only by adjusting parameters of estimation if estimation of the spoofer on UAV has continuous observation error.Aiming at this problem,the influence of the spoofer’s state estimation error on spoofing effect and error convergence conditions is theoretically analyzed,and an improved adaptively robust estimation algo-rithm suitable for steady-state linear quadratic estimator is pro-posed.It enables the spoofer’s estimator to reliably estimate UAV status in real time,improves the robustness of the estima-tor in responding to observation errors,and accelerates the con-vergence time of error control.Simulation experiments show that the mean value of normalized innovation squared(NIS)is reduced by 88.5%,and the convergence time of NIS value is reduced by 76.3%,the convergence time of true trajectory error of UAV is reduced by 42.3%,the convergence time of estimated trajectory error of UAV is reduced by 67.4%,the convergence time of estimated trajectory error of the spoofer is reduced by 33.7%,and the convergence time of broadcast trajectory error of the spoofer is reduced by 54.8%when the improved algorithm is used.The improved algorithm can make UAV deviate from pre-set trajectory to spoofing trajectory more effectively and more subtly. 展开更多
关键词 SPOOFING unmanned aerial vehicle(UAV) spoofer adaptively robust estimation global navigation satellite system(GNSS) normalized innovation squared(NIS)
下载PDF
Robust Frequency Estimation Under Additive Symmetric α-Stable Gaussian Mixture Noise
2
作者 Peng Wang Yulu Tian +1 位作者 Bolong Men Hailong Song 《Intelligent Automation & Soft Computing》 SCIE 2023年第4期83-95,共13页
Here the estimating problem of a single sinusoidal signal in the additive symmetricα-stable Gaussian(ASαSG)noise is investigated.The ASαSG noise here is expressed as the additive of a Gaussian noise and a symmetric... Here the estimating problem of a single sinusoidal signal in the additive symmetricα-stable Gaussian(ASαSG)noise is investigated.The ASαSG noise here is expressed as the additive of a Gaussian noise and a symmetricα-stable distributed variable.As the probability density function(PDF)of the ASαSG is complicated,traditional estimators cannot provide optimum estimates.Based on the Metropolis-Hastings(M-H)sampling scheme,a robust frequency estimator is proposed for ASαSG noise.Moreover,to accelerate the convergence rate of the developed algorithm,a new criterion of reconstructing the proposal covar-iance is derived,whose main idea is updating the proposal variance using several previous samples drawn in each iteration.The approximation PDF of the ASαSG noise,which is referred to the weighted sum of a Voigt function and a Gaussian PDF,is also employed to reduce the computational complexity.The computer simulations show that the performance of our method is better than the maximum likelihood and the lp-norm estimators. 展开更多
关键词 Additive symmetricα-stable Gaussian mixture metropolis-hastings algorithm robust frequency estimation probability density function approximation
下载PDF
The applications of robust estimation method BaySAC in indoor point cloud processing 被引量:1
3
作者 Zhizhong Kang 《Geo-Spatial Information Science》 SCIE EI CSCD 2016年第3期182-187,共6页
Based on Bayesian theory and RANSAC,this paper applies Bayesian Sampling Consensus(BaySAC)method using convergence evaluation of hypothesis models in indoor point cloud processing.We implement a conditional sampling m... Based on Bayesian theory and RANSAC,this paper applies Bayesian Sampling Consensus(BaySAC)method using convergence evaluation of hypothesis models in indoor point cloud processing.We implement a conditional sampling method,BaySAC,to always select the minimum number of required data with the highest inlier probabilities.Because the primitive parameters calculated by the different inlier sets should be convergent,this paper presents a statistical testing algorithm for a candidate model parameter histogram to compute the prior probability of each data point.Moreover,the probability update is implemented using the simplified Bayes’formula.The performances of the BaySAC algorithm with the proposed strategies of the prior probability determination and the RANSAC framework are compared using real data-sets.The experimental results indicate that the more outliers contain the data points,the higher computational efficiency of our proposed algorithm gains compared with RANSAC.The results also indicate that the proposed statistical testing strategy can determine sound prior inlier probability free of the change of hypothesis models. 展开更多
关键词 3D indoor modeling robust estimation RANSAC BaySAC point cloud registration fitting of point cloud
原文传递
Robust and Efficient Reliability Estimation for Exponential Distribution
4
作者 Muhammad Aslam Mohd Safari Nurulkamal Masseran Muhammad Hilmi Abdul Majid 《Computers, Materials & Continua》 SCIE EI 2021年第11期2807-2824,共18页
In modeling reliability data,the exponential distribution is commonly used due to its simplicity.For estimating the parameter of the exponential distribution,classical estimators including maximum likelihood estimator... In modeling reliability data,the exponential distribution is commonly used due to its simplicity.For estimating the parameter of the exponential distribution,classical estimators including maximum likelihood estimator represent the most commonly used method and are well known to be efficient.However,the maximum likelihood estimator is highly sensitive in the presence of contamination or outliers.In this study,a robust and efficient estimator of the exponential distribution parameter was proposed based on the probability integral transform statistic.To examine the robustness of this new estimator,asymptotic variance,breakdown point,and gross error sensitivity were derived.This new estimator offers reasonable protection against outliers besides being simple to compute.Furthermore,a simulation study was conducted to compare the performance of this new estimator with the maximum likelihood estimator,weighted likelihood estimator,and M-scale estimator in the presence of outliers.Finally,a statistical analysis of three reliability data sets was conducted to demonstrate the performance of the proposed estimator. 展开更多
关键词 Exponential distribution M-ESTIMATOR probability integral transform statistic robust estimation RELIABILITY
下载PDF
Robust Estimators for Poisson Regression
5
作者 Idriss Abdelmajid Idriss Weihu Cheng 《Open Journal of Statistics》 2023年第1期112-118,共7页
The present paper proposes a new robust estimator for Poisson regression models. We used the weighted maximum likelihood estimators which are regarded as Mallows-type estimators. We perform a Monte Carlo simulation st... The present paper proposes a new robust estimator for Poisson regression models. We used the weighted maximum likelihood estimators which are regarded as Mallows-type estimators. We perform a Monte Carlo simulation study to assess the performance of a suggested estimator compared to the maximum likelihood estimator and some robust methods. The result shows that, in general, all robust methods in this paper perform better than the classical maximum likelihood estimators when the model contains outliers. The proposed estimators showed the best performance compared to other robust estimators. 展开更多
关键词 Poisson Regression Model Maximum Likelihood Estimator robust estimation Contaminated Model Weighted Maximum Likelihood Estimator
下载PDF
Exploiting Robust Estimators in Phase Correlation of 3D Point Clouds for 6 DoF Pose Estimation 被引量:3
6
作者 Yusheng XU Rong HUANG +1 位作者 Xiaohua TONG Uwe STILLA 《Journal of Geodesy and Geoinformation Science》 2021年第3期72-90,共19页
Point cloud registration is a fundamental task in both remote sensing,photogrammetry,and computer vision,which is to align multiple point clouds to the same coordinate frame.Especially in LiDAR odometry,by conducting ... Point cloud registration is a fundamental task in both remote sensing,photogrammetry,and computer vision,which is to align multiple point clouds to the same coordinate frame.Especially in LiDAR odometry,by conducting the transformation between two adjacent scans,the pose of the platform can be estimated.To be specific,the goal is to recover the relative six-degree-of-freedom(6 DoF)pose between the source point cloud and the target point cloud.In this paper,we explore the use of robust estimators in the phase correlation when registering two point clouds,enabling a 6 DoF pose estimation between point clouds in a sub-voxel accuracy.The estimator is a rule for calculating an estimate of a given quantity based on observed data.A robust estimator is an estimation rule that is insensitive to nonnormality and can estimate parameters of a given objective function from noisy observations.The proposed registration method is theoretically insensitive to noise and outliers than correspondence-based methods.Three core steps are involved in the method:transforming point clouds from the spatial domain to the frequency domain,decoupling of rotations and translations,and using robust estimators to estimate phase shifts.Since the estimation of transformation parameters lies in the calculation of phase shifts,robust estimators play a vital role in shift estimation accuracy.In this paper,we have tested the performance of six different robust estimators and provide comparisons and discussions on the contributions of robust estimators in the 3D phase correlation.Different point clouds from two urban scenarios and one indoor scene are tested.Results validate the proposed method can reach performance that predominant rotation and translation errors reaching less than 0.5°and 0.5 m,respectively.Moreover,the performance of various tested robust estimators is compared and discussed. 展开更多
关键词 REGISTRATION phase correlation robust estimators pose estimation
下载PDF
Data-driven source-load robust optimal scheduling of integrated energy production unit including hydrogen energy coupling 被引量:1
7
作者 Jinling Lu Dingyue Huang Hui Ren 《Global Energy Interconnection》 EI CSCD 2023年第4期375-388,共14页
A robust low-carbon economic optimal scheduling method that considers source-load uncertainty and hydrogen energy utilization is developed.The proposed method overcomes the challenge of source-load random fluctuations... A robust low-carbon economic optimal scheduling method that considers source-load uncertainty and hydrogen energy utilization is developed.The proposed method overcomes the challenge of source-load random fluctuations in integrated energy systems(IESs)in the operation scheduling problem of integrated energy production units(IEPUs).First,to solve the problem of inaccurate prediction of renewable energy output,an improved robust kernel density estimation method is proposed to construct a data-driven uncertainty output set of renewable energy sources statistically and build a typical scenario of load uncertainty using stochastic scenario reduction.Subsequently,to resolve the problem of insufficient utilization of hydrogen energy in existing IEPUs,a robust low-carbon economic optimal scheduling model of the source-load interaction of an IES with a hydrogen energy system is established.The system considers the further utilization of energy using hydrogen energy coupling equipment(such as hydrogen storage devices and fuel cells)and the comprehensive demand response of load-side schedulable resources.The simulation results show that the proposed robust stochastic optimization model driven by data can effectively reduce carbon dioxide emissions,improve the source-load interaction of the IES,realize the efficient use of hydrogen energy,and improve system robustness. 展开更多
关键词 Hydrogen energy coupling DATA-DRIVEN robust kernel density estimation robust optimization Integrated demand response
下载PDF
A method of Robust low-angle target height and compound reflection coefficient joint estimation
8
作者 WANG Shenghua CAO Yunhe LIU Yutao 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2022年第2期322-329,共8页
It is always a challenging issue for radar systems to estimate the height of a low-angle target in the multipath propagation environment.The highly deterministic maximum likelihood estimator has a high accuracy,but th... It is always a challenging issue for radar systems to estimate the height of a low-angle target in the multipath propagation environment.The highly deterministic maximum likelihood estimator has a high accuracy,but the errors of the ground reflection coefficient and the reflecting surface height have serious influence on the method.In this paper,a robust es-timation method with less computation burden is proposed based on the compound reflection coefficient multipath model for low-angle targets.The compound reflection coefficient is es-timated from the received data of the array and then a one-di-mension generalized steering vector is constructed to estimate the target height.The algorithm is robust to the reflecting sur-face height error and the ground reflection coefficient error.Fi-nally,the experiment and simulation results demonstrate the validity of the proposed method. 展开更多
关键词 low-angle target robust joint estimation compound reflection coefficient MULTIPATH direction of arrival(DOA)
下载PDF
l_(1)-norm Based GWLP for Robust Frequency Estimation
9
作者 Yuan Chen Liangtao Duan +1 位作者 Weize Sun Jingxin Xu 《Journal on Big Data》 2019年第3期107-116,共10页
In this work,we address the frequency estimation problem of a complex single-tone embedded in the heavy-tailed noise.With the use of the linear prediction(LP)property and l_(1)-norm minimization,a robust frequency est... In this work,we address the frequency estimation problem of a complex single-tone embedded in the heavy-tailed noise.With the use of the linear prediction(LP)property and l_(1)-norm minimization,a robust frequency estimator is developed.Since the proposed method employs the weighted l_(1)-norm on the LP errors,it can be regarded as an extension of the l_(1)-generalized weighted linear predictor.Computer simulations are conducted in the environment of α-stable noise,indicating the superiority of the proposed algorithm,in terms of its robust to outliers and nearly optimal estimation performance. 展开更多
关键词 robust frequency estimation linear prediction impulsive noise weighted l_(1)-norm minimization
下载PDF
Robust Variance Components Estimation in the PERG Mixed Distributions of Empirical Variances—PEROBVC Method
10
作者 Perović Gligorije 《Open Journal of Statistics》 2020年第4期640-650,共11页
A mixed distribution of empirical variances, composed of two distributions the basic and contaminating ones, and referred to as PERG mixed distribution of empirical variances, is considered. In the paper a robust inve... A mixed distribution of empirical variances, composed of two distributions the basic and contaminating ones, and referred to as PERG mixed distribution of empirical variances, is considered. In the paper a robust inverse problem solution is given, namely a (new) robust method for estimation of variances of both distributions—PEROBVC Method, as well as the estimates for the numbers of observations for both distributions and, in this way also the estimate of contamination degree. 展开更多
关键词 Non-Homogeneous Sets of Empirical Variances PERG Mixed Distribution of Empirical Variances robust Variance Components estimation—PEROBVC Method
下载PDF
Robust Dataset Classification Approach Based on Neighbor Searching and Kernel Fuzzy C-Means 被引量:7
11
作者 Li Liu Aolei Yang +3 位作者 Wenju Zhou Xiaofeng Zhang Minrui Fei Xiaowei Tu 《IEEE/CAA Journal of Automatica Sinica》 SCIE EI 2015年第3期235-247,共13页
Dataset classification is an essential fundament of computational intelligence in cyber-physical systems(CPS).Due to the complexity of CPS dataset classification and the uncertainty of clustering number,this paper foc... Dataset classification is an essential fundament of computational intelligence in cyber-physical systems(CPS).Due to the complexity of CPS dataset classification and the uncertainty of clustering number,this paper focuses on clarifying the dynamic behavior of acceleration dataset which is achieved from micro electro mechanical systems(MEMS)and complex image segmentation.To reduce the impact of parameters uncertainties with dataset classification,a novel robust dataset classification approach is proposed based on neighbor searching and kernel fuzzy c-means(NSKFCM)methods.Some optimized strategies,including neighbor searching,controlling clustering shape and adaptive distance kernel function,are employed to solve the issues of number of clusters,the stability and consistency of classification,respectively.Numerical experiments finally demonstrate the feasibility and robustness of the proposed method. 展开更多
关键词 Dataset classification neighbor searching variable weight kernel fuzzy c-means robustness estimation
下载PDF
Recent Advances in the Geodesy Data Processing 被引量:1
12
作者 Jianjun ZHU Leyang WANG +3 位作者 Jun HU Bofeng LI Haiqiang FU Yibin YAO 《Journal of Geodesy and Geoinformation Science》 CSCD 2023年第3期33-45,共13页
Geodetic functional models,stochastic models,and model parameter estimation theory are fundamental for geodetic data processing.In the past five years,through the unremitting efforts of Chinese scholars in the field o... Geodetic functional models,stochastic models,and model parameter estimation theory are fundamental for geodetic data processing.In the past five years,through the unremitting efforts of Chinese scholars in the field of geodetic data processing,according to the application and practice of geodesy,they have made significant contributions in the fields of hypothesis testing theory,un-modeled error,outlier detection,and robust estimation,variance component estimation,complex least squares,and ill-posed problems treatment.Many functional models such as the nonlinear adjustment model,EIV model,and mixed additive and multiplicative random error model are also constructed and improved.Geodetic data inversion is an important part of geodetic data processing,and Chinese scholars have done a lot of work in geodetic data inversion in the past five years,such as seismic slide distribution inversion,intelligent inversion algorithm,multi-source data joint inversion,water reserve change and satellite gravity inversion.This paper introduces the achievements of Chinese scholars in the field of geodetic data processing in the past five years,analyzes the methods used by scholars and the problems solved,and looks forward to the unsolved problems in geodetic data processing and the direction that needs further research in the future. 展开更多
关键词 stochastic model functional model robust estimation variance component estimation geodetic data inversion
下载PDF
Dynamic State Estimation of Power Systems with Uncertainties Based on Robust Adaptive Unscented Kalman Filter
13
作者 Dongchen Hou Yonghui Sun +2 位作者 Jianxi Wang Linchuang Zhang Sen Wang 《Journal of Modern Power Systems and Clean Energy》 SCIE EI CSCD 2023年第4期1065-1074,共10页
In this paper,a robust adaptive unscented Kalman filter(RAUKF)is developed to mitigate the unfavorable effects derived from uncertainties in noise and in the model.To address these issues,a robust M-estimator is first... In this paper,a robust adaptive unscented Kalman filter(RAUKF)is developed to mitigate the unfavorable effects derived from uncertainties in noise and in the model.To address these issues,a robust M-estimator is first utilized to update the measurement noise covariance.Next,to deal with the effects of model parameter errors while considering the computational complexity and real-time requirements of dynamic state estimation,an adaptive update method is produced.The proposed method is integrated with spherical simplex unscented transformation technology,and then a novel derivative-free filter is proposed to dynamically track the states of the power system against uncertainties.Finally,the effectiveness and robustness of the proposed method are demonstrated through extensive simulation experiments on an IEEE 39-bus test system.Compared with other methods,the proposed method can capture the dynamic characteristics of a synchronous generator more reliably. 展开更多
关键词 Dynamic state estimation Kalman filter synchronous generator unscented transformation robust estimation
原文传递
Weighted Maximum Likelihood Technique for Logistic Regression
14
作者 Idriss Abdelmajid Idriss Weihu Cheng Yemane Hailu Fissuh 《Open Journal of Statistics》 2023年第6期803-821,共19页
In this paper, a weighted maximum likelihood technique (WMLT) for the logistic regression model is presented. This method depended on a weight function that is continuously adaptable using Mahalanobis distances for pr... In this paper, a weighted maximum likelihood technique (WMLT) for the logistic regression model is presented. This method depended on a weight function that is continuously adaptable using Mahalanobis distances for predictor variables. Under the model, the asymptotic consistency of the suggested estimator is demonstrated and properties of finite-sample are also investigated via simulation. In simulation studies and real data sets, it is observed that the newly proposed technique demonstrated the greatest performance among all estimators compared. 展开更多
关键词 Logistic Regression Clean Model robust estimation Contaminated Model Weighted Maximum Likelihood Technique
下载PDF
Robust State Estimation of Active Distribution Networks with Multi-source Measurements
15
作者 Zhelin Liu Peng Li +4 位作者 Chengshan Wang Hao Yu Haoran Ji Wei Xi Jianzhong Wu 《Journal of Modern Power Systems and Clean Energy》 SCIE EI CSCD 2023年第5期1540-1552,共13页
The volatile and intermittent nature of distributed generators(DGs) in active distribution networks(ADNs) increases the uncertainty of operating states. The introduction of distribution phasor measurement units(D-PMUs... The volatile and intermittent nature of distributed generators(DGs) in active distribution networks(ADNs) increases the uncertainty of operating states. The introduction of distribution phasor measurement units(D-PMUs) enhances the monitoring level. The trade-offs of computational performance and robustness of state estimation in monitoring the network states are of great significance for ADNs with D-PMUs and DGs. This paper proposes a second-order cone programming(SOCP) based robust state estimation(RSE) method considering multi-source measurements. Firstly, a linearized state estimation model related to the SOCP state variables is formulated. The phase angle measurements of D-PMUs are converted to equivalent power measurements. Then, a revised SOCP-based RSE method with the weighted least absolute value estimator is proposed to enhance the convergence and bad data identification. Multi-time slots of D-PMU measurements are utilized to improve the estimation accuracy of RSE. Finally, the effectiveness of the proposed method is illustrated in the modified IEEE 33-node and IEEE 123-node systems. 展开更多
关键词 Active distribution network(ADN) robust state estimation(RSE) second-order cone programming(SOCP) multi-source measurement bad data identification
原文传递
Data-driven Robust State Estimation Through Off-line Learning and On-line Matching 被引量:6
16
作者 Yanbo Chen Hao Chen +2 位作者 Yang Jiao Jin Ma Yuzhang Lin 《Journal of Modern Power Systems and Clean Energy》 SCIE EI CSCD 2021年第4期897-909,共13页
To overcome the shortcomings of model-driven state estimation methods, this paper proposes a data-driven robust state estimation (DDSE) method through off-line learning and on-line matching. At the off-line learning s... To overcome the shortcomings of model-driven state estimation methods, this paper proposes a data-driven robust state estimation (DDSE) method through off-line learning and on-line matching. At the off-line learning stage, a linear regression equation is presented by clustering historical data from supervisory control and data acquisition (SCADA), which provides a guarantee for solving the over-learning problem of the existing DDSE methods;then a novel robust state estimation method that can be transformed into quadratic programming (QP) models is proposed to obtain the mapping relationship between the measurements and the state variables (MRBMS). The proposed QP models can well solve the problem of collinearity in historical data. Furthermore, the off-line learning stage is greatly accelerated from three aspects including reducing historical categories, constructing tree retrieval structure for known topologies, and using sensitivity analysis when solving QP models. At the on-line matching stage, by quickly matching the current snapshot with the historical ones, the corresponding MRBMS can be obtained, and then the estimation values of the state variables can be obtained. Simulations demonstrate that the proposed DDSE method has obvious advantages in terms of suppressing over-learning problems, dealing with collinearity problems, robustness, and computation efficiency. 展开更多
关键词 robust state estimation historical snapshot off-line learning on-line matching COLLINEARITY
原文传递
An event-triggered approach to robust state estimation for wireless sensor networks 被引量:1
17
作者 Huabo Liu Haisheng Yu 《Journal of Control and Decision》 EI 2017年第4期263-275,共13页
Robust state estimation problem for wireless sensor networks consisting of multiple remote units and a fusion unit is investigated subject to a limitation on the communication rate.An analytical robust fusion estimato... Robust state estimation problem for wireless sensor networks consisting of multiple remote units and a fusion unit is investigated subject to a limitation on the communication rate.An analytical robust fusion estimator based on an event-triggered transmission approach is derived to reduce the network traffic congestion and save the energy consumption of the sensor units.Some conditions guaranteeing the uniformly bounded estimation errors of the robust fusion estimator are investigated.Numerical simulations are provided to show the effectiveness of the proposed approach. 展开更多
关键词 Sensor fusion wireless sensor network event-triggered robust state estimation Kalman filter
原文传递
Robust Error Density Estimation in Ultrahigh Dimensional Sparse Linear Model
18
作者 Feng ZOU Heng Jian CUI 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2022年第6期963-984,共22页
This paper focuses on error density estimation in ultrahigh dimensional sparse linear model,where the error term may have a heavy-tailed distribution.First,an improved two-stage refitted crossvalidation method combine... This paper focuses on error density estimation in ultrahigh dimensional sparse linear model,where the error term may have a heavy-tailed distribution.First,an improved two-stage refitted crossvalidation method combined with some robust variable screening procedures such as RRCS and variable selection methods such as LAD-SCAD is used to obtain the submodel,and then the residual-based kernel density method is applied to estimate the error density through LAD regression.Under given conditions,the large sample properties of the estimator are also established.Especially,we explicitly give the relationship between the sparsity and the convergence rate of the kernel density estimator.The simulation results show that the proposed error density estimator has a good performance.A real data example is presented to illustrate our methods. 展开更多
关键词 Ultrahigh dimensional sparse linear model robust density estimation refitted crossvalidation method asymptotic properties
原文传递
Financial development during COVID‑19 pandemic:the role of coronavirus testing and functional labs
19
作者 Muhammad Khalid Anser Muhammad Azhar Khan +4 位作者 Khalid Zaman Abdelmohsen A.Nassani Sameh E.Askar Muhammad Moinuddin Qazi Abro Ahmad Kabbani 《Financial Innovation》 2021年第1期193-205,共13页
The outbreak of the SARS-CoV-2 virus in early 2020,known as COVID-19,spread to more than 200 countries and negatively affected the global economic output.Financial activities were primarily depressed,and investors wer... The outbreak of the SARS-CoV-2 virus in early 2020,known as COVID-19,spread to more than 200 countries and negatively affected the global economic output.Financial activities were primarily depressed,and investors were reluctant to start new financial investments while ongoing projects further declined due to the global lockdown to curb the disease.This study analyzes the money supply reaction to the COVID-19 pandemic using a cross-sectional panel of 115 countries.The study used robust least square regression and innovation accounting techniques to get sound parameter estimates.The results show that COVID-19 infected cases are the main contributing factor that obstructs financial activities and decrease money supply.In contrast,an increasing number of recovered cases and COVID-19 testing capabilities gave investors confidence to increase stock trade across countries.The overall forecast trend shows that COVID-19 infected cases and recovered cases followed the U-shaped trend,while COVID-19 critical cases and reported deaths showed a decreasing trend.Finally,the money supply and testing capacity show a positive trend over a period.The study concludes that financial development can be expanded by increasing the testing capacity and functional labs to identify suspected coronavirus cases globally. 展开更多
关键词 Financial development COVID-19 pandemic Infected cases Testing capacity robust least square estimator Innovation accounting matrix
下载PDF
A note on constrained M-estimation and its recursive analog in multivariate linear regression models 被引量:2
20
作者 RAO Calyampudi R WU YueHua 《Science China Mathematics》 SCIE 2009年第6期1235-1250,共16页
In this paper,the constrained M-estimation of the regression coeffcients and scatter parameters in a general multivariate linear regression model is considered.Since the constrained M-estimation is not easy to compute... In this paper,the constrained M-estimation of the regression coeffcients and scatter parameters in a general multivariate linear regression model is considered.Since the constrained M-estimation is not easy to compute,an up-dating recursion procedure is proposed to simplify the com-putation of the estimators when a new observation is obtained.We show that,under mild conditions,the recursion estimates are strongly consistent.In addition,the asymptotic normality of the recursive constrained M-estimators of regression coeffcients is established.A Monte Carlo simulation study of the recursion estimates is also provided.Besides,robustness and asymptotic behavior of constrained M-estimators are briefly discussed. 展开更多
关键词 asymptotic normality breakdown point CONSISTENCY constrained M-estimation influence function linear model M-estimation recursion estimation robust estimation
原文传递
上一页 1 2 下一页 到第
使用帮助 返回顶部