Minimum Proper Loss Estimators for Parametric Models

DOI10.1109/TSP.2015.2489608MaRDI QIDQ4618162zbMATH OpenOpenAlexFDO

Authors Matthew J. Holland, Kazushi Ikeda

Publication date 7 February 2019

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

Full work available at URL https://doi.org/10.1109/tsp.2015.2489608

Mathematics Subject Classification ID

Point estimation (62F10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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Cited in

(3)

• Loss minimization and parameter estimation with heavy tails
• Bayesian optimality and intervals for Stein-type estimates
• A Bayesian ``sandwich for variance estimation

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