Asymptotically Stable Tests with Application to Robust Detection

DOI10.1007/978-81-322-3643-6_10zbMath1359.62093OpenAlexW2555620536MaRDI QIDQ2963614

Georgy L. Shevlyakov

Publication date: 15 February 2017

Published in: Recent Advances in Robust Statistics: Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-81-322-3643-6_10

zbMATH Keywords

Gaussian distributions\(M\)-estimatorsrobust detectionasymptotically stable tests

Mathematics Subject Classification ID

Gaussian processes (60G15) Robustness and adaptive procedures (parametric inference) (62F35) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Asymptotic properties of parametric tests (62F05)

Related Items (1)

A comparative study of robust and stable estimates of multivariate location

Cites Work

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• Variational optimization of the estimator stability
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• The Influence Curve and Its Role in Robust Estimation
• Robust multiple classification of known signals in additive noise-an asymptotic weak signal approach
• Alternatives to the Median Absolute Deviation
• Robust Estimation of a Location Parameter
• Robust Estimates of Location: Survey and Advances
• Robust Statistics

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