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Volumn IV, Issue , 2005, Pages

Minimax estimators dominating the least-squares estimator

Author keywords

[No Author keywords available]

Indexed keywords

BOUNDARY CONDITIONS; NUMERICAL METHODS; PARAMETER ESTIMATION; SET THEORY; SIGNAL PROCESSING;

EID: 23844461915     PISSN: 15206149     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICASSP.2005.1415943     Document Type: Conference Paper
Times cited : (12)

References (12)
  • 3
    • 0000056062 scopus 로고
    • Optimal filtering of square-integrable signals in Gaussian noise
    • M. S. Pinsker, "Optimal filtering of square-integrable signals in Gaussian noise," Problems in Inform. Transmission, vol. 16, pp. 120-133, 1980.
    • (1980) Problems in Inform. Transmission , vol.16 , pp. 120-133
    • Pinsker, M.S.1
  • 4
    • 11844289605 scopus 로고    scopus 로고
    • Robust mean-squared error estimation with bounded data uncertainties
    • Jan.
    • Y. C. Eldar, A. Ben-Tal, and A. Nemirovski, "Robust mean-squared error estimation with bounded data uncertainties," IEEE Trans. Signal Processing, vol. 53, no. 1, pp. 168-181, Jan. 2005.
    • (2005) IEEE Trans. Signal Processing , vol.53 , Issue.1 , pp. 168-181
    • Eldar, Y.C.1    Ben-Tal, A.2    Nemirovski, A.3
  • 5
    • 25444505691 scopus 로고    scopus 로고
    • Maximum set estimators with bounded estimation error
    • to appear
    • Z. Ben-Haim and Y. C. Eldar, "Maximum set estimators with bounded estimation error," IEEE Trans. Signal Processing, 2005, to appear.
    • (2005) IEEE Trans. Signal Processing
    • Ben-Haim, Z.1    Eldar, Y.C.2
  • 7
    • 84903333939 scopus 로고
    • Estimation of the mean of a multivariate normal distribution
    • K. Alam and J. R. Thompson, "Estimation of the mean of a multivariate normal distribution," Indiana Univ., Tech. Rep., 1964.
    • (1964) Indiana Univ., Tech. Rep.
    • Alam, K.1    Thompson, J.R.2
  • 8
    • 0000300851 scopus 로고
    • Proper Bayes minimax estimators of the multivariate normal mean
    • Feb.
    • W. E. Strawderman, "Proper Bayes minimax estimators of the multivariate normal mean," Ann. Math. Statist., vol. 42, no. 1, pp. 385-388, Feb. 1971.
    • (1971) Ann. Math. Statist. , vol.42 , Issue.1 , pp. 385-388
    • Strawderman, W.E.1
  • 9
    • 0000976420 scopus 로고
    • A family of minimax estimators of the mean of a multivariate normal distribution
    • Apr.
    • A. J. Baranchik, "A family of minimax estimators of the mean of a multivariate normal distribution," Ann. Math. Statist., vol. 41, no. 2, Apr. 1970.
    • (1970) Ann. Math. Statist. , vol.41 , Issue.2
    • Baranchik, A.J.1
  • 10
    • 33646809203 scopus 로고    scopus 로고
    • personal communication
    • T. Dvorkind, 2004, personal communication.
    • (2004)
    • Dvorkind, T.1
  • 11
    • 49049101795 scopus 로고
    • Some shrinkage techniques for estimating the mean
    • Mar.
    • J. R. Thompson, "Some shrinkage techniques for estimating the mean," J. Amer. Statist. Assoc., vol. 63, no. 321, pp. 113-122, Mar. 1968.
    • (1968) J. Amer. Statist. Assoc. , vol.63 , Issue.321 , pp. 113-122
    • Thompson, J.R.1
  • 12
    • 0000813561 scopus 로고
    • Inadmissibility of the usual estimator for the mean of a multivariate distribution
    • C. Stein, "Inadmissibility of the usual estimator for the mean of a multivariate distribution," in Proc. Third Berkeley Symp. Math. Statist. Prob., vol. 1, 1956, pp. 197-206.
    • (1956) Proc. Third Berkeley Symp. Math. Statist. Prob. , vol.1 , pp. 197-206
    • Stein, C.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.