Parameter bounds under misspecified models

Christ D. Richmond, Larry L. Horowitz

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

10 Scopus citations

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

Publication series

NameConference Record - Asilomar Conference on Signals, Systems and Computers
ISSN (Print)1058-6393

Other

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

ASJC Scopus subject areas

  • Signal Processing
  • Computer Networks and Communications

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  • Cite this

    Richmond, C. D., & 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] (Conference Record - Asilomar Conference on Signals, Systems and Computers). IEEE Computer Society. https://doi.org/10.1109/ACSSC.2013.6810254