A Competitive Minimax Approach to Robust Estimation of Random Parameters

DOI10.1109/TSP.2004.828931MaRDI QIDQ5354103zbMATH OpenOpenAlexFDO

Authors Y. C. Eldar, Neri Merhav

Publication date 8 September 2017

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tsp.2004.828931

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Nonparametric estimation (62G05) Nonparametric robustness (62G35) Estimation and detection in stochastic control theory (93E10)

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