Article ID: | iaor20116051 |
Volume: | 72 |
Issue: | 5 |
Start Page Number: | 964 |
End Page Number: | 974 |
Publication Date: | May 2011 |
Journal: | Automation and Remote Control |
Authors: | Balk I |
Keywords: | statistics: empirical, measurement |
In the paper, we study a problem of estimating functional dependency parameters by empirical data with random noises. A specific feature of the formulation is a replacement of a traditional assumption of zero mathematical expectation of a noise by the condition of equality to zero of a median value of the noise. We represent an algorithm for constructing estimates of parameters minimizing a mathematical expectation of losses including the variant of spline approximation. We interpret such estimates. The results of the experiments are given.