A Competitive Minimax Approach to Robust Estimation of Random Parameters

DOI10.1109/TSP.2004.828931zbMath1369.62056OpenAlexW2151481501MaRDI QIDQ5354103

Yonina C. Eldar, Neri Merhav

Publication date: 8 September 2017

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tsp.2004.828931

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Nonparametric estimation (62G05) Minimax procedures in statistical decision theory (62C20) Estimation and detection in stochastic control theory (93E10)

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