Robust mean-squared error estimation in the presence of model uncertainties
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Publication:5355611
DOI10.1109/TSP.2004.838933zbMath1370.93255WikidataQ57392929 ScholiaQ57392929MaRDI QIDQ5355611
Aharon Ben-Tal, Yonina C. Eldar, Arkadi Nemirovski
Publication date: 20 September 2017
Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)
Point estimation (62F10) Parametric inference under constraints (62F30) Robustness and adaptive procedures (parametric inference) (62F35) Minimax procedures in statistical decision theory (62C20) Estimation and detection in stochastic control theory (93E10)
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