Minimax estimation of linear functionals under squared error loss

DOI10.1016/J.JSPI.2009.02.015MaRDI QIDQ2390477zbMATH OpenOpenAlexFDO

Authors Meng Zhao, K. B. Kulasekera

Publication date 22 July 2009

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2009.02.015

zbMATH Keywords

minimaxfunctional estimationsquared error

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of functional analysis in probability theory and statistics (46N30) Minimax procedures in statistical decision theory (62C20)

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Cited in

(5)

• Minimax estimation of linear functionals under squared error loss
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• scientific article; zbMATH DE number 6002483 (Why is no real title available?)
• Integrality constraints in minimizing the empirical loss function of linear decision rules
• Entropy-based wavelet de-noising method for time series analysis

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