A posteriori minimax estimation with likelihood constraints (Q1941907)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A posteriori minimax estimation with likelihood constraints
scientific article

    Statements

    A posteriori minimax estimation with likelihood constraints (English)
    0 references
    22 March 2013
    0 references
    parameter estimation
    0 references
    uncertain stochastic regression
    0 references
    loss function
    0 references
    conditional mean squared error
    0 references
    finite-dimensional dual optimization problem
    0 references
    additional likelihood constraints
    0 references
    0 references

    Identifiers