IDEAS home Printed from https://ideas.repec.org/a/eee/csdana/v40y2002i4p801-824.html
   My bibliography  Save this article

Improved estimation of clutter properties in speckled imagery

Author

Listed:
  • Cribari-Neto, Francisco
  • Frery, Alejandro C.
  • Silva, Michel F.

Abstract

No abstract is available for this item.

Suggested Citation

  • Cribari-Neto, Francisco & Frery, Alejandro C. & Silva, Michel F., 2002. "Improved estimation of clutter properties in speckled imagery," Computational Statistics & Data Analysis, Elsevier, vol. 40(4), pages 801-824, October.
    • Handle: RePEc:eee:csdana:v:40:y:2002:i:4:p:801-824
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-9473(02)00102-0
    Download Restriction: Full text for ScienceDirect subscribers only.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Ellis, David M. & Flannery, Mark J., 1992. "Does the debt market assess large banks, risk? : Time series evidence from money center CDs," Journal of Monetary Economics, Elsevier, vol. 30(3), pages 481-502, December.
    2. Hinkley, D. V., 1997. "Discussion of paper by H. Li & G.S. Maddala," Journal of Econometrics, Elsevier, vol. 80(2), pages 319-323, October.
    3. Ferrari, Silvia L. P. & Cribari-Neto, Francisco, 1998. "On bootstrap and analytical bias corrections," Economics Letters, Elsevier, vol. 58(1), pages 7-15, January.
    4. MacKinnon, James G. & Smith Jr., Anthony A., 1998. "Approximate bias correction in econometrics," Journal of Econometrics, Elsevier, vol. 85(2), pages 205-230, August.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Cribari-Neto, Francisco & Scher, Vinícius T. & Bayer, Fábio M., 2023. "Beta autoregressive moving average model selection with application to modeling and forecasting stored hydroelectric energy," International Journal of Forecasting, Elsevier, vol. 39(1), pages 98-109.
    2. Negreiros, Ana Cláudia Souza Vidal de & Lins, Isis Didier & Moura, Márcio José das Chagas & Droguett, Enrique López, 2020. "Reliability data analysis of systems in the wear-out phase using a (corrected) q-Exponential likelihood," Reliability Engineering and System Safety, Elsevier, vol. 197(C).
    3. Pianto, Donald M. & Cribari-Neto, Francisco, 2011. "Dealing with monotone likelihood in a model for speckled data," Computational Statistics & Data Analysis, Elsevier, vol. 55(3), pages 1394-1409, March.
    4. Fonseca, Rodney V. & Cribari-Neto, Francisco, 2018. "Inference in a bimodal Birnbaum–Saunders model," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 146(C), pages 134-159.
    5. Teuber, T. & Lang, A., 2012. "A new similarity measure for nonlocal filtering in the presence of multiplicative noise," Computational Statistics & Data Analysis, Elsevier, vol. 56(12), pages 3821-3842.
    6. Stein, Markus Chagas & da Silva, Michel Ferreira & Duczmal, Luiz Henrique, 2014. "Alternatives to the usual likelihood ratio test in mixed linear models," Computational Statistics & Data Analysis, Elsevier, vol. 69(C), pages 184-197.
    7. Girón, Edwin & Frery, Alejandro C. & Cribari-Neto, Francisco, 2012. "Nonparametric edge detection in speckled imagery," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 82(11), pages 2182-2198.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Ospina, Raydonal & Cribari-Neto, Francisco & Vasconcellos, Klaus L.P., 2006. "Improved point and interval estimation for a beta regression model," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 960-981, November.
    2. Francisco Cribari-Neto & Maria Lima, 2010. "Sequences of bias-adjusted covariance matrix estimators under heteroskedasticity of unknown form," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 62(6), pages 1053-1082, December.
    3. Ioannidou, V. & de Dreu, J., 2006. "The Impact of Explicit Deposit Insurance on Market Discipline," Other publications TiSEM 693cfa2c-76f1-4304-872f-f, Tilburg University, School of Economics and Management.
    4. Opiela, Timothy P., 2004. "Was there an implicit full guarantee at financial institutions in Thailand? Evidence of risk pricing by depositors," Journal of Comparative Economics, Elsevier, vol. 32(3), pages 519-541, September.
    5. D. McCullough, B. & Wilson, Berry, 2002. "On the accuracy of statistical procedures in Microsoft Excel 2000 and Excel XP," Computational Statistics & Data Analysis, Elsevier, vol. 40(4), pages 713-721, October.
    6. anonymous, 1999. "Using subordinated debt as an instrument of market discipline," Staff Studies 172, Board of Governors of the Federal Reserve System (U.S.).
    7. Müller, Ulrich K. & Wang, Yulong, 2019. "Nearly weighted risk minimal unbiased estimation," Journal of Econometrics, Elsevier, vol. 209(1), pages 18-34.
    8. George Kapetanios, 2003. "Determining the Stationarity Properties of Individual Series in Panel Datasets," Working Papers 495, Queen Mary University of London, School of Economics and Finance.
    9. Kim, Jae H. & Fraser, Iain & Hyndman, Rob J., 2011. "Improved interval estimation of long run response from a dynamic linear model: A highest density region approach," Computational Statistics & Data Analysis, Elsevier, vol. 55(8), pages 2477-2489, August.
    10. Yu, Jun, 2012. "Bias in the estimation of the mean reversion parameter in continuous time models," Journal of Econometrics, Elsevier, vol. 169(1), pages 114-122.
    11. Bergey, Paul K. & Ragsdale, Cliff, 2005. "Modified differential evolution: a greedy random strategy for genetic recombination," Omega, Elsevier, vol. 33(3), pages 255-265, June.
    12. Demirguc-Kunt, Asli & Huizinga, Harry, 1999. "Market Discipline and Financial Safety Net Design," CEPR Discussion Papers 2311, C.E.P.R. Discussion Papers.
    13. Joseph Reath & Jianping Dong & Min Wang, 2018. "Improved parameter estimation of the log-logistic distribution with applications," Computational Statistics, Springer, vol. 33(1), pages 339-356, March.
    14. Yu, Jun, 2014. "Econometric Analysis Of Continuous Time Models: A Survey Of Peter Phillips’S Work And Some New Results," Econometric Theory, Cambridge University Press, vol. 30(4), pages 737-774, August.
    15. Jan De Dreu & Vasso P. Ioannidou, 2005. "The impact of explicit deposit insurance on market discipline," Proceedings 992, Federal Reserve Bank of Chicago.
    16. Marcet, Albert & Jarociński, Marek, 2010. "Autoregressions in small samples, priors about observables and initial conditions," Working Paper Series 1263, European Central Bank.
    17. Marazzi, A., 2002. "Bootstrap tests for robust means of asymmetric distributions with unequal shapes," Computational Statistics & Data Analysis, Elsevier, vol. 39(4), pages 503-528, June.
    18. Allen N. Berger & Martien Lamers & Raluca A. Roman & Koen Schoors, 2023. "Supply and Demand Effects of Bank Bailouts: Depositors Need Not Apply and Need Not Run," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(6), pages 1397-1442, September.
    19. María Soledad Martínez & Sergio Schmukler, 1999. "Do Depositors Punish Banks For "Bad" Behavior?: Examining Market Discipline In Argentina, Chile, And Mexico," Working Papers Central Bank of Chile 48, Central Bank of Chile.
    20. Altunbas, Yener & Gambacorta, Leonardo & Marques-Ibanez, David, 2009. "Securitisation and the bank lending channel," European Economic Review, Elsevier, vol. 53(8), pages 996-1009, November.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:40:y:2002:i:4:p:801-824. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.