Benefits of noise in M-estimators: optimal noise level and probability density

DOI10.1016/J.PHYSA.2019.04.071MaRDI QIDQ2163663zbMATH OpenOpenAlexWikidataFDO

Authors Yan Pan, Fabing Duan, Li-yan Xu, François Chapeau-Blondeau

Publication date 10 August 2022

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.physa.2019.04.071

zbMATH Keywords

asymptotic efficiencyM-estimatornoise benefitoptimal noise probability densityParzen-window estimation

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

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Cited in

(3)

• Performance of the stochastic MV-PURE estimator in highly noisy settings
• Stochastic resonance in Bayesian estimation and CRLB for nonlinear system
• Noise benefits to robust M-estimation of location in dependent observations

Describes a project that uses

Uses Software

• BRENT
• robustbase

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