Chebyshev center
In geometry, the Chebyshev center of a bounded set having non-empty interior is the center of the minimal-radius ball enclosing the entire set
, or alternatively (and non-equivalently) the center of largest inscribed ball of
.
In the field of parameter estimation, the Chebyshev center approach tries to find an estimator for
given the feasibility set
, such that
minimizes the worst possible estimation error for x (e.g. best worst case).