@inproceedings{c02ffc40d32a4321af32f29558cacf42,
title = "A lower bound for the Mismatched Maximum Likelihood estimator",
abstract = "A lower bound on Mean Square Error (MSE) of the estimate of a real deterministic parameter vector under misspecified model is proposed in this paper. In particular, a lower bound on the MSE of the Mismatched Maximum Likelihood (MML) estimator is derived in closed form and its relation with the Huber limit is investigated. Two simple illustrative examples are provided. Finally, the proposed framework is applied to the estimation of the scatter matrix in the Complex Elliptically Symmetric (CES) distribution family.",
keywords = "CRLB, Huber limit, Lower bound, ML estimator, misspecified model, parameter estimation",
author = "Stefano Fortunati and Greco, \{Maria S.\} and Fulvio Gini",
note = "Publisher Copyright: {\textcopyright} 2015 IEEE.; 2015 IEEE International Radar Conference, RadarCon 2015 ; Conference date: 10-05-2015 Through 15-05-2015",
year = "2015",
month = jun,
day = "22",
doi = "10.1109/RADAR.2015.7130992",
language = "English",
series = "IEEE National Radar Conference - Proceedings",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
number = "June",
pages = "180--185",
booktitle = "2015 IEEE International Radar Conference, RadarCon 2015",
edition = "June",
}