Robust minimax detection of a weak signal in noise with a bounded variance and density value at the center of symmetry

@article{Shevlyakov2006RobustMD,
  title={Robust minimax detection of a weak signal in noise with a bounded variance and density value at the center of symmetry},
  author={Georgy L. Shevlyakov and Kiseon Kim},
  journal={IEEE Transactions on Information Theory},
  year={2006},
  volume={52},
  pages={1206-1211}
}
In practical communication environments, it is frequently observed that the underlying noise distribution is not Gaussian and may vary in a wide range from short-tailed to heavy-tailed forms. To describe partially known noise distribution densities, a distribution class characterized by the upper-bounds upon a noise variance and a density dispersion in the central part is used. The results on the minimax variance estimation in the Huber sense are applied to the problem of asymptotically minimax… CONTINUE READING
Highly Cited
This paper has 38 citations. REVIEW CITATIONS

From This Paper

Figures, tables, and topics from this paper.

Citations

Publications citing this paper.
Showing 1-10 of 26 extracted citations

References

Publications referenced by this paper.
Showing 1-10 of 15 references

Vilchevski, Robustness in Data Analysis: Criteria and Methods

  • N.O.G.L. Shevlyakov
  • 2002
Highly Influential
5 Excerpts

Robust estimation of a location parameter

  • P. J. Huber
  • Ann. Math. Statist., vol. 35, pp. 73–101.
  • 1993
Highly Influential
4 Excerpts

Robust identification

  • B. T. Polyak, Ya. Z. Tsypkin
  • Identif. Syst. Parameter Estim., Part 1, Proc…
  • 1976
Highly Influential
9 Excerpts

Robust detection inDS-CDMA

  • H. Delic andA. Hocanin
  • IEEETrans. Veh. Technol., vol. 51, no. 1, pp. 155…
  • 2002
1 Excerpt

Robust estimation of the shift parameter under a bounded noise variance

  • G. L. Shevlyakov
  • Autom . Remote Control
  • 2002

Approximation of the Symmetric StableDistribution andDensity. A Practical Guide to Heavy Tails: Statistical Techniques and Applications

  • J.H.McCulloch, Numerical
  • 1998
2 Excerpts

A Practical Guide to Heavy Tails: Statistical Techniques for Analyzing Heavy Tailed Distributions

  • R. J. Adler, R. E. Feldman, M. S. Taqqu
  • Basel, Switzerland: Birkhauser,
  • 1997
1 Excerpt

Similar Papers

Loading similar papers…