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Using sample variances for estimating a variance function is intuitively more appealing than using residuals.
The main advantage of sample variances over residuals is that they do not require specification of a mean function.
Based on maximum likelihood and weighted least squares estimation, two alternative approaches for the construction of optimal designs for variance function estimation with sample variances are proposed.
Let us now define the sample means and the sample variances of the received samples, which will be used in the rest of the paper.
Irrespective of the link function between the variance and the linear predictor, the algorithm serves as a useful tool to construct tailor-made designs for variance function estimation by means of sample variances.
However, lower processing success rates for the more complex rotary-beam signals do reduce the yield of fundamental frequencies and alter the sample variances for the retrieved parameters and the detection rates for harmonics.
Section 4 first describes the camera noise model used to estimate sample variances, and Section 5 describes how each HDR pixel value is reconstructed using our statistical HDR reconstruction framework.
with μ a and μ y the means of a and y respectively, σ a 2 and σ y 2 the sample variances of a and y respectively, and σ ay the covariance between a and y.
end{aligned}Finally, in the context of time series, Teräsvirta and Zhao (2011) propose robust estimators of the autocorrelations based on applying the Huber's and Ramsay's weights to the sample variances and autocovariances.
In cases of considerably sample variances, Welsh's correction was used.
Furthermore, as sample size decreases these sample variances increase.
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