On a Theoretical Background for Computing Reliable Approximations of the Barankin Bound

The Barankin bound is locally the greatest possible lower bound for the variance of any unbiased estimator of a deterministic pa- rameter, under certain relatively mild conditions. Much more essential, Barankin's work determines the su cient and necessary conditions un- der which an unbiased es...

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Autores principales: González Zerbo, Santiago, Cernuschi Frías, Bruno
Formato: Objeto de conferencia
Lenguaje:Inglés
Publicado: 2015
Materias:
Ciencias Informáticas
deterministic parameter estimation
single-tone frequency estimation
Simulation
Acceso en línea:http://sedici.unlp.edu.ar/handle/10915/59431
http://44jaiio.sadio.org.ar/sites/default/files/sio128-142.pdf
Aporte de:
SEDICI (UNLP) de Universidad Nacional de La Plata
id I19-R120-10915-59431
record_format dspace
institution Universidad Nacional de La Plata
institution_str I-19
repository_str R-120
collection SEDICI (UNLP)
language Inglés
topic Ciencias Informáticas
deterministic parameter estimation
single-tone frequency estimation
Simulation
spellingShingle Ciencias Informáticas
deterministic parameter estimation
single-tone frequency estimation
Simulation
González Zerbo, Santiago
Cernuschi Frías, Bruno
On a Theoretical Background for Computing Reliable Approximations of the Barankin Bound
topic_facet Ciencias Informáticas
deterministic parameter estimation
single-tone frequency estimation
Simulation
description The Barankin bound is locally the greatest possible lower bound for the variance of any unbiased estimator of a deterministic pa- rameter, under certain relatively mild conditions. Much more essential, Barankin's work determines the su cient and necessary conditions un- der which an unbiased estimator with nite variance exists. Nevertheless, the computing of this bound, along with the proof of existence or non- existence of the estimator, has shown to be extremely challenging in most cases. Thereby, many approaches have been made to attain easily com- putable approximations of the bound, given it exists. Focusing on the rather central matter of existence, we provide a simple theoretical frame within which our approximations of the bound give a clear insight on whether an unbiased estimator does exist.
format Objeto de conferencia
Objeto de conferencia
author González Zerbo, Santiago
Cernuschi Frías, Bruno
author_facet González Zerbo, Santiago
Cernuschi Frías, Bruno
author_sort González Zerbo, Santiago
title On a Theoretical Background for Computing Reliable Approximations of the Barankin Bound
title_short On a Theoretical Background for Computing Reliable Approximations of the Barankin Bound
title_full On a Theoretical Background for Computing Reliable Approximations of the Barankin Bound
title_fullStr On a Theoretical Background for Computing Reliable Approximations of the Barankin Bound
title_full_unstemmed On a Theoretical Background for Computing Reliable Approximations of the Barankin Bound
title_sort on a theoretical background for computing reliable approximations of the barankin bound
publishDate 2015
url http://sedici.unlp.edu.ar/handle/10915/59431
http://44jaiio.sadio.org.ar/sites/default/files/sio128-142.pdf
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bdutipo_str Repositorios
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