Robust Competitive Estimation With Signal and Noise Covariance Uncertainties

DOI10.1109/TIT.2006.881749zbMath1213.94033MaRDI QIDQ3547958

Yonina C. Eldar

Publication date: 21 December 2008

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Minimax procedures in statistical decision theory (62C20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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