Asymptotically stable tests with application to robust detection

DOI10.1007/978-81-322-3643-6_10MaRDI QIDQ2963614zbMATH OpenOpenAlexFDO

Authors G. L. Shevlyakov

Publication date 15 February 2017

Published in Recent Advances in Robust Statistics: Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-81-322-3643-6_10

zbMATH Keywords

\(M\)-estimatorsasymptotically stable testsGaussian distributionsrobust detection

Mathematics Subject Classification ID

Gaussian processes (60G15) Signal detection and filtering (aspects of stochastic processes) (60G35) Asymptotic properties of parametric tests (62F05) Robustness and adaptive procedures (parametric inference) (62F35) Filtering in stochastic control theory (93E11)

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Cites work

• A new infinitesimal approach to robust estimation
• Alternatives to the Median Absolute Deviation
• Asymptotically stable detection of a weak signal
• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• scientific article; zbMATH DE number 3637090 (Why is no real title available?)
• scientific article; zbMATH DE number 3246791 (Why is no real title available?)
• Redescending \(M\)-estimators
• Robust detection of a weak signal with redescending \(M\)-estimators: a comparative study
• Robust Estimates of Location: Survey and Advances
• Robust Estimation of a Location Parameter
• Robust multiple classification of known signals in additive noise-an asymptotic weak signal approach
• Robust Statistics
• The Influence Curve and Its Role in Robust Estimation
• Variational optimization of the estimator stability

Cited in

(5)

• A comparative study of robust and stable estimates of multivariate location
• Asymptotically robust detection and estimation for very heavy-tailed noise
• Asymptotically stable detection of a weak signal
• Generalized Robust Shrinkage Estimator and Its Application to STAP Detection Problem
• Bivariate one-sample optimal location test for spherical stable densities by Padé' methods

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