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

DOI10.1016/j.physa.2019.04.071OpenAlexW2980734053WikidataQ127001800 ScholiaQ127001800MaRDI QIDQ2163663

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)

Related Items (1)

Stochastic resonance in Bayesian estimation and CRLB for nonlinear system

Uses Software

• robustbase
• BRENT

Cites Work

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