arXiv · 1807.08936
Semiparametric Slepian-Bangs Formula for Complex Elliptically Symmetric Distributions
Abstract
This letter aims at deriving a Semiparametric Slepian-Bangs (SSB) formula for Complex Elliptically Symmetric (CES) distributed data vectors. The Semiparametric Cram\'{e}r-Rao Bound (SCRB), related to the proposed SSB formula, provides a lower bound on the Mean Square Error (MSE) of \textit{any} robust estimator of a parameter vector parameterizing the mean vector and the scatter matrix of the given CES-distributed vector in the presence of an unknown, nuisance, density generator.
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Stefano Fortunati, Abdelhak M. Zoubir, Fulvio Gini, Maria S. Greco. 2018-07-24. Semiparametric Slepian-Bangs Formula for Complex Elliptically Symmetric Distributions. https://arxiv.org/abs/1807.08936
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