Minimax estimation for singular linear multivariate models with mixed uncertainty

DOI10.1016/J.JMVA.2006.05.012MaRDI QIDQ860340zbMATH OpenOpenAlexFDO

Authors Alexei R. Pankov, Konstantin V. Siemenikhin

Publication date 9 January 2007

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2006.05.012

zbMATH Keywords

minimax estimatesingular linear modelmethod of dual optimizationminimax filtering

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12) Applications of mathematical programming (90C90) Minimax procedures in statistical decision theory (62C20)

Recommendations

• Minimax estimation in singular uncertain stochastic models
• Minimax estimation by probabilistic criterion
• Minimax identification of a generalized uncertain-stochastic linear model
• The optimality of linear estimation algorithms in minimax identification
• Minimax estimation in linear regression with singular covariance structure and convex polyhedral constraints

Cites work

• scientific article; zbMATH DE number 3881348 (Why is no real title available?)
• scientific article; zbMATH DE number 3827575 (Why is no real title available?)
• scientific article; zbMATH DE number 4044567 (Why is no real title available?)
• scientific article; zbMATH DE number 3682726 (Why is no real title available?)
• scientific article; zbMATH DE number 3787949 (Why is no real title available?)
• scientific article; zbMATH DE number 3567644 (Why is no real title available?)
• scientific article; zbMATH DE number 1462090 (Why is no real title available?)
• scientific article; zbMATH DE number 3802747 (Why is no real title available?)
• scientific article; zbMATH DE number 3806228 (Why is no real title available?)
• scientific article; zbMATH DE number 920743 (Why is no real title available?)
• scientific article; zbMATH DE number 3361114 (Why is no real title available?)
• Convergence Conditions for Nonlinear Programming Algorithms
• Identification and application of bounded-parameter models
• Minimax estimation and the least squares method
• Minimax estimation in singular uncertain stochastic models
• Minimax identification of a generalized uncertain-stochastic linear model
• Minimax linear observers and regulators for stochastic systems with uncertain second-order statistics
• On minimax robustness: A general approach and applications
• On minmax filtering over discrete-continuous observations
• Operator-theoretic and computational approaches to Ill-posed problems with applications to antenna theory
• Regression and the Moore-Penrose pseudoinverse
• Regularization methods for large-scale problems
• Robust Solutions to Least-Squares Problems with Uncertain Data
• Robust filtering and prediction for linear systems with uncertain dynamics: A game-theoretic approach
• The multiplier method of Hestenes and Powell applied to convex programming
• The parametric identification methods for many-dimensional linear models in the presence of a priori uncertainty
• Towards the theory of minimax-Bayesian estimation
• \(H^ \infty\) - optimal control and related minimax design problems. A dynamic game approach

Cited in

(10)

• Filtering Problem for Discrete Volterra Equations with Combined Disturbances
• Minimax estimation in linear regression with singular covariance structure and convex polyhedral constraints
• Minimax estimation in singular uncertain stochastic models
• Minimax estimation by probabilistic criterion
• Methods for minimax estimation under elementwise covariance uncertainty
• scientific article; zbMATH DE number 3881726 (Why is no real title available?)
• A statistical minimax approach to optimizing linear models under a priori uncertainty conditions
• Minimax identification of a generalized uncertain-stochastic linear model
• Minimax-statistical approach to increasing reliability of measurement information processing
• Minimax nature of the linear estimates of the indefinite stochastic vector from the generalized probabilistic criteria

This page was built for publication: Minimax estimation for singular linear multivariate models with mixed uncertainty

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q860340)