Robust detection of a weak signal with r
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Georgy Shevlyakov; Jae Won Lee; Kyung Min Lee; Vladimir Shin; Kiseon Kim
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Article
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2009
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John Wiley and Sons
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English
β 241 KB
## Abstract On finite samples redescending __M__βestimators outperform linear bounded Huber's __M__βestimators. To provide stable detection of a weak signal of arbitrary shape, robust NeymanβPearson detection rules based on redescending __M__βestimators of location are introduced and studied. It is