A maximum variance model for robust detection and estimation with dependent data

DOI10.1109/TIT.1986.1057159MaRDI QIDQ3725334zbMATH OpenFDO

Authors John S. Sadowsky

Publication date 1986

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TIT.1986.1057159

zbMATH Keywords

dependent dataepsilon-contaminationestimatorleast favorable bivariate distributionm-dependencemaximin efficacy detectorminimax variancephi-mixingrho-acceptabilityrobust detection and estimationstrong mixing

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35)

Recommendations

• Robust estimation and signal detection with dependent nonstationary data
• Approximately optimal memoryless detection of random signals in dependent noise (Corresp.)
• Robust detection of signals in dependent noise
• Robust m-interval detection procedures for strong mixing noise
• Robust locally optimum detection of signals in dependent noise

Cited in

(5)

• Robust m-interval detection procedures for strong mixing noise
• Robust estimation and signal detection with dependent nonstationary data
• Robust location estimation under dependence
• One‐step M‐estimators in the linear model, with dependent errors
• The change-of-variance function for dependent data

This page was built for publication: A maximum variance model for robust detection and estimation with dependent data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3725334)