Skip to main content

Parameter bounds under misspecified models

Publication ,  Conference
Richmond, CD; Horowitz, LL
Published in: Conference Record - Asilomar Conference on Signals, Systems and Computers
January 1, 2013

A class of parameter bounds emerges as a consequence of the covariance inequality, i.e. Cauchy-Schwarz inequality for expectations. The expectation operator forms an inner product space. Flexibility in the choice of expectation integrand and measure for integration exists, however, to establish a class of parameter bounds under a general form of model misspecifi-cation, i.e. distribution mismatch. The Cramér-Rao bound (CRB) primarily, and secondarily the Barankin, Hammersley-Chapman-Robbins, and Bhattacharyya bounds under misspecification are considered. Huber's sandwich covariance is easily established as the misspecified CRB, and a generalization of the Slepian-Bangs formula under misspecification is provided. © 2013 IEEE.

Duke Scholars

Published In

Conference Record - Asilomar Conference on Signals, Systems and Computers

DOI

ISSN

1058-6393

Publication Date

January 1, 2013

Start / End Page

176 / 180
 

Citation

APA
Chicago
ICMJE
MLA
NLM
Richmond, C. D., & Horowitz, L. L. (2013). Parameter bounds under misspecified models. In Conference Record - Asilomar Conference on Signals, Systems and Computers (pp. 176–180). https://doi.org/10.1109/ACSSC.2013.6810254
Richmond, C. D., and L. L. Horowitz. “Parameter bounds under misspecified models.” In Conference Record - Asilomar Conference on Signals, Systems and Computers, 176–80, 2013. https://doi.org/10.1109/ACSSC.2013.6810254.
Richmond CD, Horowitz LL. Parameter bounds under misspecified models. In: Conference Record - Asilomar Conference on Signals, Systems and Computers. 2013. p. 176–80.
Richmond, C. D., and L. L. Horowitz. “Parameter bounds under misspecified models.” Conference Record - Asilomar Conference on Signals, Systems and Computers, 2013, pp. 176–80. Scopus, doi:10.1109/ACSSC.2013.6810254.
Richmond CD, Horowitz LL. Parameter bounds under misspecified models. Conference Record - Asilomar Conference on Signals, Systems and Computers. 2013. p. 176–180.

Published In

Conference Record - Asilomar Conference on Signals, Systems and Computers

DOI

ISSN

1058-6393

Publication Date

January 1, 2013

Start / End Page

176 / 180