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- W28968325 abstract "Abstract The paper deals with problems of estimating regression and autoregression models by the robust minimax approach. These problems amount to solving a variational problem of minimizing Fisher informa tion on some class of distributions. The optimal minimax algorithms of identification for various classes are obtained. Such optimal solu tions are the basis for heuristic adaptive procedures of robust estimation, which implies sample determination of the characteristics of a distribution class followed by the use of appropriate minimax algorithm. The Monte-Carlo technique is used to investigate the proposed adaptive procedures of estimation on samples of various sizes." @default.
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- W28968325 date "1986-05-01" @default.
- W28968325 modified "2023-09-25" @default.
- W28968325 title "Robust Adaptive Approach to Identification of Regression Models" @default.
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- W28968325 doi "https://doi.org/10.1016/s1474-6670(17)59772-4" @default.
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