A maximum variance model for robust detection and estimation with dependent data

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DOI10.1109/TIT.1986.1057159zbMath0594.62029MaRDI QIDQ3725334

John S. Sadowsky

Publication date: 1986

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

zbMATH Keywords

strong mixing estimator dependent data m-dependence phi-mixing minimax variance epsilon-contamination least favorable bivariate distribution maximin efficacy detector rho-acceptability robust detection and estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (3)

One‐step M‐estimators in the linear model, with dependent errors ⋮ Robust location estimation under dependence ⋮ The change-of-variance function for dependent data

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