Variational optimization of the estimator stability

zbMATH Open0856.93095MaRDI QIDQ1922452FDOQ1922452

Authors: A. M. Shurygin 

Publication date: 7 January 1997

Published in: Automation and Remote Control (Search for Journal in Brave)

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zbMATH Keywords

estimator stabilityoptimization estimator

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

Cited In (9)

• Optimal estimators for threshold-based quality measures
• Title not available (Why is that?)
• Redescending \(M\)-estimators
• Stable Limit Theory for the Variance Targeting Estimator
• Robust estimation of a correlation coefficient for \(\varepsilon\)-contaminated bivariate normal distributions
• Analytic approach to variance optimization under an \(\mathcal{l}_1\) constraint
• Extremal variance and its generalization
• Estimator stability in geological applications
• Asymptotically stable tests with application to robust detection

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