Rethinking Biased Estimation: Improving Maximum Likelihood and the Cramér–Rao Bound

DOI10.1561/2000000008zbMATH Open1151.62048OpenAlexW4297970665MaRDI QIDQ3530807FDOQ3530807

Authors: Y. C. Eldar 

Publication date: 20 October 2008

Published in: Foundations and Trends® in Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1561/2000000008

Recommendations

• Bias reduction of maximum likelihood estimates
• On bias in maximum likelihood estimators.
• On the end-performance metric estimator selection
• On the adaptive linear estimators, using biased Cramér-Rao bound
• Best linear estimation via minimization of relative mean squared error

Mathematics Subject Classification ID

Point estimation (62F10) Estimation in multivariate analysis (62H12)

Cited In (6)

• The projected GSURE for automatic parameter tuning in iterative shrinkage methods
• On the adaptive linear estimators, using biased Cramér-Rao bound
• Bilevel Methods for Image Reconstruction
• Robust Minimum Variance Lower Bound Estimation by Uncertainty Modeling Using Interval Type-2 Fuzzy set
• On the end-performance metric estimator selection
• Maximum-Likelihood Estimation, the CramÉr–Rao Bound, and the Method of Scoring With Parameter Constraints

Uses Software

• CSDP
• SeDuMi

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