Parameter bounds under misspecified models
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, 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
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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