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Several statistical functionals such as quantiles and expectiles arise naturally as the minimizers of the expected value of a scoring function, a property that is called elicitability (see Gneiting, 2011 and the references therein). The existence of such scoring functions gives a natural way to...
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A sub threshold signal is transmitted through a channel and may be detected when some noise with known structure and proportional to some level - is added to the data. There is an optimal noise level, called of stochastic resonance, that corresponds to the minimum variance of the estimators in...
Persistent link: https://www.econbiz.de/10014068587