A numerical method for an approximate minimax estimator in linear regression (Q1200571)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A numerical method for an approximate minimax estimator in linear regression |
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A numerical method for an approximate minimax estimator in linear regression (English)
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16 January 1993
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Calculation of minimax estimators iteratively. Specification of ex-post error bound, for the stopping rule. Selection of step size parameters. Global optimality proof. Numerical example.
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linear regression
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step size selection
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global optimality
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numerical example
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minimax estimators
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ex-post error bound
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stopping rule
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