Minimax property of optimal equivariant estimates of covariance operators
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Publication:1169769
zbMath0495.62013MaRDI QIDQ1169769
Publication date: 1980
Published in: Moscow University Computational Mathematics and Cybernetics (Search for Journal in Brave)
separable Hilbert space; unknown mean; zero mean; sufficient minimax conditions; lower semicontinuous loss function; optimal equivariant estimates of covariance operators
62H12: Estimation in multivariate analysis
62F10: Point estimation
62C20: Minimax procedures in statistical decision theory