Characterisation of linear mini-max estimators for loss functions of arbitrary power

DOI10.1142/S0219198901000397MaRDI QIDQ2772853zbMATH OpenFDO

Authors K. Helmes, C. Srinivasan

Publication date 25 April 2002

Published in International Game Theory Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/S0219198901000397

zbMATH Keywords

best linear minimax estimatorlinear estimatorsWiener process

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05)

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Cites work

• Estimation of Linear Functionals in Gaussian Noise

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(3)

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