Estimating a signal with noisy nuisance parameters

Ya'acov Ritov

doi:10.1093/biomet/76.1.31

Estimating a signal with noisy nuisance parameters

Ya'acov Ritov^*

^*Corresponding author for this work

Department of Statistics

Research output: Contribution to journal › Article › peer-review

6 Scopus citations

Abstract

We describe two models in which n records of a signal in white noise are taken. In the first model the signal parameters of interest do not change between records, but the amplitude varies in a random way. In the second model, the location is the random nuisance parameter. We describe an efficient estimator for the first model. For the second model an estimator is described which is n^2-Jan consistent, invariant to the distribution of the location and efficient for a particular distribution.

Original language	English
Pages (from-to)	31-37
Number of pages	7
Journal	Biometrika
Volume	76
Issue number	1
DOIs	https://doi.org/10.1093/biomet/76.1.31
State	Published - Mar 1989

Keywords

Latency time
Mixture model
Nuisance parameter
Semiparametric model
White noise

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10.1093/biomet/76.1.31

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author = "Ya'acov Ritov",

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AB - We describe two models in which n records of a signal in white noise are taken. In the first model the signal parameters of interest do not change between records, but the amplitude varies in a random way. In the second model, the location is the random nuisance parameter. We describe an efficient estimator for the first model. For the second model an estimator is described which is n2-Jan consistent, invariant to the distribution of the location and efficient for a particular distribution.

KW - Latency time

KW - Mixture model

KW - Nuisance parameter

KW - Semiparametric model

KW - White noise

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Estimating a signal with noisy nuisance parameters

Abstract

Keywords

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