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p-Efficient Estimators

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Title: p-Efficient Estimators
Author: Papantoni-Kazakos, P.
Type: Tech Report
Keywords: estimation
Citation: P. Papantoni-Kazakos, "p-Efficient Estimators," Rice University ECE Technical Report, no. TR7512, 1975.
Abstract: This paper is concerned with estimates of an unknown vector parameter S based on observations X. A generalized error autocorrelation matrix with components the error moments of order 2p, is defined. A lower bound for this matrix is found and the p-efficient P(X/S) statistics realizing it are determined. The cases of i) X and S real, ii) S scalar real, and iii) X real and S complex are examined.
Date Published: 1975-08-20
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  • ECE Publications [1028 items]
    Publications by Rice University Electrical and Computer Engineering faculty and graduate students