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Regular version of the site

Book chapter

On Robust Sequential Parameters Estimating

P. 509-522.

We study the problem of parameters estimating if there is a slight deviation between the parametric model
and real distributions. The estimator is based on suboptimal testing of builded by a special way
nonparametric hypotheses. It is proposed a natural for this problem risk function. We found that the risk
function has an exponential decrease to the mean number of observations. Numerical results of a
comparative analysis our risk function behaviour for proposed estimator and some another estimators are
outlined. We give remarks how to apply this results to machine learning methods.