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Proceedings Paper

Robust criteria
Author(s): V. A. Simakhin
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Paper Abstract

The problem of testing the hypothesis H0: θ = θ0 against the alternative hypothesis H1l0+▵(√N)-1 is examined for the Shurygin noise model, where θ =T(Fθ) is an unknown parameter. In the present report, a class of criteria robust in the sense of the significance value and power density function is considered for parametric and nonparametric problem formulation on statistics of the form SN=√N((θN-θ)/(√V(θN))), where V(θN) is the θN variance and θN =T(FN) is the robust parametric or nonparametric estimate of the parameter θ =T(Fθ) obtained by the weighted maximum likelihood method.

Paper Details

Date Published: 14 February 2008
PDF: 8 pages
Proc. SPIE 6936, Fourteenth International Symposium on Atmospheric and Ocean Optics/Atmospheric Physics, 693615 (14 February 2008); doi: 10.1117/12.783373
Show Author Affiliations
V. A. Simakhin, Kurgan State Univ. (Russia)


Published in SPIE Proceedings Vol. 6936:
Fourteenth International Symposium on Atmospheric and Ocean Optics/Atmospheric Physics

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