Parameter bounds under misspecified models

Christ Richmond, Larry L. Horowitz

Research output: Chapter in Book/Report/Conference proceedingConference contribution

8 Citations (Scopus)

Abstract

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.

Original languageEnglish (US)
Title of host publicationConference Record of the 47th Asilomar Conference on Signals, Systems and Computers
PublisherIEEE Computer Society
Pages176-180
Number of pages5
ISBN (Print)9781479923908
DOIs
StatePublished - Jan 1 2013
Externally publishedYes
Event2013 47th Asilomar Conference on Signals, Systems and Computers - Pacific Grove, CA, United States
Duration: Nov 3 2013Nov 6 2013

Other

Other2013 47th Asilomar Conference on Signals, Systems and Computers
CountryUnited States
CityPacific Grove, CA
Period11/3/1311/6/13

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ASJC Scopus subject areas

  • Signal Processing
  • Computer Networks and Communications

Cite this

Richmond, C., & Horowitz, L. L. (2013). Parameter bounds under misspecified models. In Conference Record of the 47th Asilomar Conference on Signals, Systems and Computers (pp. 176-180). [6810254] IEEE Computer Society. https://doi.org/10.1109/ACSSC.2013.6810254

Parameter bounds under misspecified models. / Richmond, Christ; Horowitz, Larry L.

Conference Record of the 47th Asilomar Conference on Signals, Systems and Computers. IEEE Computer Society, 2013. p. 176-180 6810254.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Richmond, C & Horowitz, LL 2013, Parameter bounds under misspecified models. in Conference Record of the 47th Asilomar Conference on Signals, Systems and Computers., 6810254, IEEE Computer Society, pp. 176-180, 2013 47th Asilomar Conference on Signals, Systems and Computers, Pacific Grove, CA, United States, 11/3/13. https://doi.org/10.1109/ACSSC.2013.6810254
Richmond C, Horowitz LL. Parameter bounds under misspecified models. In Conference Record of the 47th Asilomar Conference on Signals, Systems and Computers. IEEE Computer Society. 2013. p. 176-180. 6810254 https://doi.org/10.1109/ACSSC.2013.6810254
Richmond, Christ ; Horowitz, Larry L. / Parameter bounds under misspecified models. Conference Record of the 47th Asilomar Conference on Signals, Systems and Computers. IEEE Computer Society, 2013. pp. 176-180
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