First-order data sensitivity measures with applications to a multivariate signal-plus-noise problem

DOI10.1016/0167-9473(90)90111-TzbMath0825.62474OpenAlexW1984256642MaRDI QIDQ1896129

D. C. Chin, James C. Spall

Publication date: 17 August 1995

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(90)90111-t

zbMATH Keywords

influence functionmaximum likelihoodimplicit function theoremsignal-plus-noise

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Applications of statistics (62P99)

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• Estimation and tests of hypotheses for the initial mean and covariance in the kalman filter model
• A comparison of the correlational behavior of random number generators for the IBM 360

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