4 accepted papers
The derivation of tight estimation lower bounds is a key player to design and assess the performance of new estimators. Considering a generic band-limited signal formulation and constant transmitter to receiver propagation delay, we propose a novel compact closed-form expression of the Cramér-Rao bo…
In statistics, the concept of a concomitant, also called the induced order statistic, arises when one sorts the members of a random sample according to corresponding values of another random sample. Indeed, multivariate order statistics induced by the ordering of linear combinations of the component…
In many deterministic estimation problems, the probability density function (p.d.f.) parameterized by unknown deterministic parameters results from the marginalization of a joint p.d.f. depending on additional random variables. Unfortunately, this marginalization is often mathematically intractable,…
When the assumed probability distribution of the observations differs from the true distribution, the model is said to be misspecified. The key results on maximum-likelihood estimation of misspecified models have been introduced in the limit of large sample support and depend on a parameters vector…