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5-ая международная конференция по стохастическим методам 2020
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On Robust Sequential 2D-Parameter Estimating Ivan Tsitovich |
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Аннотация: We study the problem of sequential 2D-parameters estimating if there are a slight deviation between the parametric model and real distributions. The estimator is based on suboptimal testing of build by a special way nonparametric hypotheses. We found that the risk function has an exponential decrease to the mean number of observations and under the general conditions the proposed estimator is suboptimal. |
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