@article{KYB_1988_24_5_a0,
author = {K\'arn\'y, Miroslav and Hangos, Katalin M.},
title = {One-sided approximation of {Bayes} rule and its application to regression model with {Cauchy} noise},
journal = {Kybernetika},
pages = {321--339},
year = {1988},
volume = {24},
number = {5},
mrnumber = {970210},
zbl = {0682.62019},
language = {en},
url = {http://geodesic.mathdoc.fr/item/KYB_1988_24_5_a0/}
}
TY - JOUR AU - Kárný, Miroslav AU - Hangos, Katalin M. TI - One-sided approximation of Bayes rule and its application to regression model with Cauchy noise JO - Kybernetika PY - 1988 SP - 321 EP - 339 VL - 24 IS - 5 UR - http://geodesic.mathdoc.fr/item/KYB_1988_24_5_a0/ LA - en ID - KYB_1988_24_5_a0 ER -
Kárný, Miroslav; Hangos, Katalin M. One-sided approximation of Bayes rule and its application to regression model with Cauchy noise. Kybernetika, Tome 24 (1988) no. 5, pp. 321-339. http://geodesic.mathdoc.fr/item/KYB_1988_24_5_a0/
[1] G. J. Biermann: Factorization Methods for Discrete Sequential Estimation. Academic Press, New York 1977. | MR
[2] B. Harris, G. Heinell: The relation between statistical decision theory and approximation theory. In: Optimizing Method in Statistics -- Proceedings of an International Conference (J. S. Rustagi, ed.). Academic Press, New York--San Francisco--London 1979. | MR
[3] P. J. Huber: Robust Statistics. J. Wiley, New York 1981. | MR | Zbl
[4] M. Kárný: Algorithms for determining the model structure of a controlled system. Kybernetika 19 (1983), 164-178.
[5] M. Kárný, K. M. Hangos: Approximation of Bayes rule. Preprints of the 7th IFAC/IFORS Symposium on Identification and System parameter Estimation, Vol. 1, pp. 1755-1760, York 1985.
[6] M. Kárný, K. M. Hangos: One-sided approximation of Bayes rule: theoretical background. Preprints of the 10th IFAC World Congress, Vol. 10, pp. 312-317, Munich 1987.
[7] M. Kárný, R. Kulhavý: Structure determination of regression-type models for adaptive prediction and control. In: Bayesian Analysis of Time Series and Dynamic Models (J. C. Spall, ed.). Marcel Dekker, New York 1988.
[8] R. Kulhavý: Restricted exponential forgetting in real-time identification. Automatica 23 (1987), 589-600. | MR
[9] S. Kullback: Information Theory and Statistics. J. Wiley, New York 1959. | MR | Zbl
[10] A. Perez: Information, $\epsilon$-sufficiency and data reduction problems. Kybernetika 1 (1965), 297-323. | MR | Zbl
[11] V. Peterka: Bayesian approach to system identification. In: Trends and Progress in System Identification (P. Eykhoff, ed.), Chap. 8, pp. 239-304. (IFAC Series for Graduates, Research Workers and Practicing Engineers 1.) Pergamon Press, Oxford 1981. | MR
[12] Y. Yashin: Martingal approach to identification of stochastic systems. Preprints of the 7th IFAC/IFORS Symposium on Identification and System parameter Estimation, Vol. 2, pp. 1755-1760, York 1985.