Spectral properties of moving L-estimates of independent data
type: Item
instance of: scholarly article
title: Spectral properties of moving L-estimates of independent data
zbMATH Open document ID: 0631.62098
DOI: 10.1016/0016-0032(87)90378-4
author: A. Restrepo
author: Alan C. Bovik
published in: Journal of the Franklin Institute
publication date: 1987-01-01T00:00:00Z
review text: A derivation of the joint probability distribution and mass functions of order statistics coming from overlapping samples is presented. The general formulation allows for samples of any size overlapping (coinciding) in any number of observed values ranging from zero to the number of observations in the smaller sample. These expressions are used to compute the autocovariance function of a moving L-estimate (linear combination of order statistics) of a sequence of independent, identically distributed second-order random variables, under a variety of assumptions on the parent distribution. The associated variance spectral density is also computed for several filters of interest, including median filters, and inner and outer trimmed mean filters.
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 62M20
zbMATH DE Number: 4026624
zbMATH Keywords: joint probability distribution
zbMATH Keywords: order statistics
zbMATH Keywords: overlapping samples
zbMATH Keywords: autocovariance function
zbMATH Keywords: moving L-estimate
zbMATH Keywords: linear combination of order statistics
zbMATH Keywords: second-order random variables
zbMATH Keywords: variance spectral density
zbMATH Keywords: median filters
zbMATH Keywords: inner and outer trimmed mean filters
Wikidata QID: Q59510160
MaRDI profile type: Publication
full work available at URL: 0016-0032(87)90378-4
OpenAlex ID: W2058620292
cites work: Definition and Comparison of Robust Nonlinear Data Smoothing Algorithms
cites work: On Second Moment Properties of Median Filtered Sequences of Independent Data
cites work: Two-dimensional digital signal processing I. Linear filters
cites work: A generalization of median filtering using linear combinations of order statistics
cites work: Q3888350
cites work: Q3347121
description: scientific article; zbMATH DE number 4026624