%0 Conference Proceedings
%T Modified Moment Method Estimator for the Shape Parameter of Generalized Gaussian Distribution for a Small Sample Size
%+ Signal Processing and Multimedia Engineering
%A Krupiński, Robert
%Z Part 7: Algorithms
%< avec comité de lecture
%( Lecture Notes in Computer Science
%B 12th International Conference on Information Systems and Industrial Management (CISIM)
%C Krakow, Poland
%Y Khalid Saeed
%Y Rituparna Chaki
%Y Agostino Cortesi
%Y Sławomir Wierzchoń
%I Springer
%3 Computer Information Systems and Industrial Management
%V LNCS-8104
%P 420-429
%8 2013-09-25
%D 2013
%R 10.1007/978-3-642-40925-7_39
%K estimation
%K generalized Gaussian distribution
%K moment method
%Z Computer Science [cs]
%Z Humanities and Social Sciences/Library and information sciencesConference papers
%X The moment method (MM) estimator for the shape parameter of generalized Gaussian distribution (GGD) assume asymptotic case when there is available infinite number of observations, but with the smaller sample size the variance of the estimator increases and the moment method equation may not converge to a real solution for some sample sets. The higher order moments can be expanded into series in the moment method equation leading to a drop in the relative mean square error (RMSE) and assuring a solution for a smaller sample size comparing to the moment method without modification.
%G English
%Z TC 8
%2 https://inria.hal.science/hal-01496087/document
%2 https://inria.hal.science/hal-01496087/file/978-3-642-40925-7_39_Chapter.pdf
%L hal-01496087
%U https://inria.hal.science/hal-01496087
%~ SHS
%~ IFIP-LNCS
%~ IFIP
%~ IFIP-TC
%~ IFIP-TC8
%~ IFIP-CISIM
%~ IFIP-LNCS-8104