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Robust detection of a weak signal with redescending M-estimators: A comparative study

✍ Scribed by Georgy Shevlyakov; Jae Won Lee; Kyung Min Lee; Vladimir Shin; Kiseon Kim

Publisher
John Wiley and Sons
Year
2009
Tongue
English
Weight
241 KB
Volume
24
Category
Article
ISSN
0890-6327

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✦ Synopsis

Abstract

On finite samples redescending M‐estimators outperform linear bounded Huber's M‐estimators. To provide stable detection of a weak signal of arbitrary shape, robust Neyman–Pearson detection rules based on redescending M‐estimators of location are introduced and studied. It is shown that, on the whole, robust detectors based on redescending M‐estimators outperform conventional Huber's linear bounded detectors rules under light‐ and heavy‐tailed noise distributions both on large and small samples. Copyright © 2009 John Wiley & Sons, Ltd.

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