Some constructive results in guaranteed parameter estimation
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Publication:1057017
zbMath0562.62056MaRDI QIDQ1057017
Publication date: 1984
Published in: Automation and Remote Control (Search for Journal in Brave)
saddle point; location parameter; Existence theorems; C-robust parameter estimation; constructive results; correlation- robust estimation; incomplete information about noise correlation; linear transformations of the data; linear unbiased estimate; minimax-optimal estimates
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62J05: Linear regression; mixed models
62F35: Robustness and adaptive procedures (parametric inference)