Dmitriy Kurkin

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The estimation task of tail heaviness parameter p of generalized Gaussian distribution is considered. Two simple p estimators on basis of kurtosis and its robust modification, percentile coefficient of kurtosis, are proposed and their accuracy is analyzed. Based on the obtained results, two new p estimators are developed employing hard threshold and(More)
Statistical characteristics of DCT coefficients in 8×8 blocks of noise-free and noisy images are considered. It is shown that DCT coefficients obey generalized Gaussian distribution where its parameters are individual for different DCT coefficients and depend upon image and noise properties. Analysis of statistics is carried out for all image blocks(More)
Recently, a sample meridian estimator of location parameter (LP) has been proposed. It has been shown to be robust and adjustable by means of tunable parameter δ. Basic properties of this estimator were studied; however its practical behavior needs further analysis. In this paper, we study and analyze the efficiency of the meridian estimator for(More)
A task of time delay estimation for wideband signals in non-Gaussian environment is considered. An approach based on robust processing of cross-spectrum estimates for elementary intervals is proposed and shown to perform better than conventional approach for noise modeled as symmetric α-stable process.
Meridian estimator for location determination for data samples obeying symmetric heavy tail distributions is considered. It is shown that such estimator should and can adapt to tail heaviness. Adaptation can be carried out by setting a tunable parameter δ proportional to data scale and dependent on tail heaviness. The latter property can be(More)
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