Robust Estimation of a Random Parameter in a Gaussian Linear Model With Joint Eigenvalue and Elementwise Covariance Uncertainties
DOI10.1109/TSP.2009.2036063zbMATH Open1391.62051DBLPjournals/tsp/MittelmanM10OpenAlexW2111393189WikidataQ59393888 ScholiaQ59393888MaRDI QIDQ4570732FDOQ4570732
Authors: Roni Mittelman, Eric Miller 
Publication date: 9 July 2018
Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tsp.2009.2036063
Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)
Cited In (4)
- Robust and Nonlinear Control: literature survey (No. 18)
- Reduced-rank estimation for ill-conditioned stochastic linear model with high signal-to-noise ratio
- Minimax linear filtering of random sequences with uncertain covariance function
- Methods for minimax estimation under elementwise covariance uncertainty
This page was built for publication: Robust Estimation of a Random Parameter in a Gaussian Linear Model With Joint Eigenvalue and Elementwise Covariance Uncertainties
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4570732)
