The asymptotic risk in a signal parameter estimation problem

نویسندگان

  • Lawrence D. Brown
  • Richard C. Liu
چکیده

In estimating the unknown location of a rectangular signal observed with white noise, the asymptotic risks of three important estimators are compared under L1/L2 losses. A different numerical scheme is used to improve the accuracy of Ibragimov/Hasminskii’s result, which also leads to further information and numerical comparisons about the problem.

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عنوان ژورنال:
  • IEEE Trans. Information Theory

دوره 39  شماره 

صفحات  -

تاریخ انتشار 1993