Robust Estimation of a Random Parameter in a Gaussian Linear Model With Joint Eigenvalue and Elementwise Covariance Uncertainties

DOI10.1109/TSP.2009.2036063zbMath1391.62051DBLPjournals/tsp/MittelmanM10OpenAlexW2111393189WikidataQ59393888 ScholiaQ59393888MaRDI QIDQ4570732

Roni Mittelman, Eric L. Miller

Publication date: 9 July 2018

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

Full work available at URL: https://doi.org/10.1109/tsp.2009.2036063

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

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