Book ChapterDOI
Robust Techniques in Communication
V. David VandeLinde
- pp 177-199
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This paper will be searching for the distribution least favorable for the class of distributions specified by the partial knowledge of the state of nature and correspondingly the statistical procedure providing the greatest lower bound on performance over the admissible distributions.Abstract:
Publisher Summary One of the tasks of an engineer is to adapt ideas and results from other disciplines to his problems. The research of the last decade on statistical robustness provides a course of inquiry we have been attempting to focus on the problems faced by the communications engineer. In this paper we concentrate on two areas where robust ideas have been applied: estimation, and detection. Throughout the paper, we use the minmax notion of robustness. We will be searching for the distribution least favorable for the class of distributions specified by our partial knowledge of the state of nature and correspondingly the statistical procedure providing the greatest lower bound on performance over the admissible distributions.read more
Citations
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Journal ArticleDOI
Robust techniques for signal processing: A survey
Saleem A. Kassam,H.V. Poor +1 more
TL;DR: The minimax approach for the design of robust methods for signal processing is discussed, which has proven to be a very useful approach because it leads to constructive procedures for designing robust schemes.
Book ChapterDOI
On minimum entropy deconvolution
TL;DR: In this article, a simple and general framework is provided for a number of the minimum entropy deconvolution (MED) procedures inspired by the work of Wiggens can be fit, making possible an analysis and comparison of these procedures according to the large-sample statistical properties of the coefficient estimates they produce.
Journal ArticleDOI
Applications to Optics and Wave Mechanics of the Criterion of Maximum Cramer-Rao Bound
TL;DR: In this paper, a prior principle of maximum Cramer-Rao bound (MCRB) was derived from the Fisher information approach for diffraction theory and quantum mechanics, and applied to some fundamental physical problems.
Journal ArticleDOI
Minimax Variance $M$-Estimators of Location in Kolmogorov Neighbourhoods
TL;DR: The authors used the theorie de Huber and montre qu'elle s'applique a toutes les distributions ayant des densites fortement unimodales, i.e.
Journal ArticleDOI
Distributions minimizing fisher information for scale in kolmogorov neighbourhoods
Douglas P. Wiens,K. H. Eden Wu +1 more
TL;DR: In this paper, the authors construct the distributions minimizing Fisher information for scale in Kolmogorov neighborhoods, satisfying certain mild conditions, such as gaussienne, logistic, logistique, and Student's t. The theory is sufficiently general to include those cases in which G is normal, Laplace, and logistic.
References
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Robust Estimation of a Location Parameter
TL;DR: In this article, a new approach toward a theory of robust estimation is presented, which treats in detail the asymptotic theory of estimating a location parameter for contaminated normal distributions, and exhibits estimators that are asyptotically most robust (in a sense to be specified) among all translation invariant estimators.
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On the Distribution of the Likelihood Ratio
TL;DR: In this paper, the asymptotic distribution of the likelihood ratio λ is examined when the value of the parameter is a boundary point of both the set of points corresponding to the hypothesis and the set corresponding to an alternative.
Journal ArticleDOI
The 1972 Wald Lecture Robust Statistics: A Review
TL;DR: A selective review on robust statistics, centering on estimates of location, but extending into other estimation and testing problems, can be found in this paper, where three important classes of estimates are singled out and some basic heuristic tools for assessing properties of robust estimates (or test statistics) are discussed.