Near-optimality of linear recovery in Gaussian observation scheme under \(\| \cdot \|_{2}^{2}\)-loss (Q2413603)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Near-optimality of linear recovery in Gaussian observation scheme under \(\| \cdot \|_{2}^{2}\)-loss
scientific article

    Statements

    Near-optimality of linear recovery in Gaussian observation scheme under \(\| \cdot \|_{2}^{2}\)-loss (English)
    0 references
    0 references
    14 September 2018
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    linear regression
    0 references
    linear estimation
    0 references
    minimax estimation
    0 references
    0 references
    0 references
    0 references