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On the distribution of the clipping median under a mixture model

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  • Steland, Ansgar

Abstract

Motivated by applications in image processing, quality control, and econometrics we derive the exact distribution function of the clipping median estimator which is designed to provide simultaneously robust smooth and jump-preserving reconstructions. We allow for a mixture model which is of special interest for applications in pixel-wise object detection. To construct statistical tests for pixel classification, we propose to rely on estimated p-values. Simulations suggest that the resulting approximations are reliable.

Suggested Citation

  • Steland, Ansgar, 2005. "On the distribution of the clipping median under a mixture model," Statistics & Probability Letters, Elsevier, vol. 71(1), pages 1-13, January.
    • Handle: RePEc:eee:stapro:v:71:y:2005:i:1:p:1-13
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    References listed on IDEAS

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    1. Ansgar Steland, 2004. "Sequential control of time series by functionals of kernal-weighted empirical processes under local alternatives," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 60(3), pages 229-249, November.
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    Cited by:

    1. Ansgar Steland, 2005. "Random Walks with Drift – A Sequential Approach," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(6), pages 917-942, November.

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