Linear Minimax Regret Estimation of Deterministic Parameters with Bounded Data Uncertainties

DOI10.1109/TSP.2004.831144zbMath1369.93592WikidataQ57392931 ScholiaQ57392931MaRDI QIDQ5354120

Yonina C. Eldar, Aharon Ben-Tal, Arkadi Nemirovski

Publication date: 8 September 2017

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

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Estimation and detection in stochastic control theory (93E10)

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