Variational optimization of the estimator stability
type: Item
instance of: scholarly article
title: Variational optimization of the estimator stability
zbMATH Open document ID: 0856.93095
author: A. M. Shurygin
published in: Automation and Remote Control
publication date: 1997-01-07T00:00:00Z
review text: A variational measure is introduced to evaluate the instability of the estimator of the distribution density parameter with respect to small density variations. The estimation quality is characterized by two indexes, effectiveness and stability. A compromise estimator with the least loss in effectiveness and stability is computed. Maximal stable, compromise, and radical estimators of the parameters of an exponential, double exponential (Laplace), and normal distribution are given as examples.
reviewed by: Chengshu Wang
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 60G35
zbMATH DE Number: 922191
zbMATH Keywords: estimator stability
zbMATH Keywords: optimization estimator
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 922191