Convergence Results of the AnalyticCenter

نویسندگان

  • Er-Wei Bai
  • Minyue Fu
  • Roberto Tempo
چکیده

The analytic center approach for bounded error parameter estimation was recently proposed as an alternative to the well-known Chybyshev and least squares estimates. In this paper, we show the asymptotic performance of this approach and prove that the analytic center converges to the true parameter under mild conditions.

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تاریخ انتشار 2007