|
Problemy Peredachi Informatsii, 1982, Volume 18, Issue 3, Pages 39–52
(Mi ppi1235)
|
|
|
|
Methods of Signal Processing
Robust Estimates of a Function
A. B. Tsybakov
Abstract:
The class of estimates of function values that was introduced in [A. B. Tsybakov, Probl. Peredachi Inf., 1982, vol. 18, no. 2, pp. 44–60] is considered. The asymptotic distribution and convergence of the moments of the estimates is established. A solution is offered for the problem of choosing a robust estimation strategy, i.e., of choosing estimates from the class under consideration that are optimal in the sense of the minimax of the asymptotic standard error.
Received: 25.09.1981
Citation:
A. B. Tsybakov, “Robust Estimates of a Function”, Probl. Peredachi Inf., 18:3 (1982), 39–52; Problems Inform. Transmission, 18:3 (1982), 190–201
Linking options:
https://www.mathnet.ru/eng/ppi1235 https://www.mathnet.ru/eng/ppi/v18/i3/p39
|
|