Dual optimization problems in stochastics

MaRDI QIDQ1162327zbMATH OpenFDO

Authors O. Krafft

Publication date 1981

Published in Jahresbericht der Deutschen Mathematiker-Vereinigung (DMV) (Search for Journal in Brave)

zbMATH Keywords

minimax estimationreviewGauss-Markov theoremminimum correlation problem

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Optimal statistical designs (62K05) Applications of mathematical programming (90C90) Inequalities involving derivatives and differential and integral operators (26D10) Existence of optimal solutions to problems involving randomness (49J55) Duality theory (optimization) (49N15)

Cited in

(1)

• Minimal ellipsoids and their duals

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