RAP-method (random perturbation method) for finding S-minimax control vectors and parameter estimates for some linear systems with random coefficients

DOI10.1515/ROSE-2019-2023MaRDI QIDQ2283941zbMATH OpenOpenAlexFDO

Authors A. I. Vladimirova, Vyacheslav Girko, Larissa D. Shevchuk

Publication date 13 January 2020

Published in Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/rose-2019-2023

zbMATH Keywords

canonical equationrandom matrices

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Linear regression; mixed models (62J05) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical methods for matrix equations (65F45)

Cites work

• Approximate minimax estimation in linear regression: theoretical results
• Characterization of minimax linear estimators in linear regression
• Densities of a measure-valued process governed by a stochastic partial differential equation
• Derivatives of the characteristic root of a synmetric or a hermitian matrix with two applications in multivariate analysis
• scientific article; zbMATH DE number 1722640 (Why is no real title available?)
• scientific article; zbMATH DE number 3849107 (Why is no real title available?)
• scientific article; zbMATH DE number 4207917 (Why is no real title available?)
• scientific article; zbMATH DE number 3819580 (Why is no real title available?)
• scientific article; zbMATH DE number 3923479 (Why is no real title available?)
• scientific article; zbMATH DE number 4019845 (Why is no real title available?)
• scientific article; zbMATH DE number 4052951 (Why is no real title available?)
• scientific article; zbMATH DE number 3718234 (Why is no real title available?)
• scientific article; zbMATH DE number 47363 (Why is no real title available?)
• scientific article; zbMATH DE number 3456333 (Why is no real title available?)
• scientific article; zbMATH DE number 3504682 (Why is no real title available?)
• scientific article; zbMATH DE number 3567644 (Why is no real title available?)
• scientific article; zbMATH DE number 1301466 (Why is no real title available?)
• scientific article; zbMATH DE number 1100441 (Why is no real title available?)
• scientific article; zbMATH DE number 1113627 (Why is no real title available?)
• scientific article; zbMATH DE number 1462090 (Why is no real title available?)
• scientific article; zbMATH DE number 3805396 (Why is no real title available?)
• scientific article; zbMATH DE number 843992 (Why is no real title available?)
• scientific article; zbMATH DE number 926556 (Why is no real title available?)
• Minimax estimators for linear models with nonrandom disturbances
• Minimax estimators of parameters of linear model uncertainty in Hilbert space with stochastic regression coefficients
• Minimax regulators for evolution equations in Hilbert spaces, under indeterminacy conditions
• Nonsmooth analysis of eigenvalues
• Nonsmooth analysis of singular values. I: Theory
• Nonsmooth analysis of singular values. II: Applications
• On Eigenvalue Optimization
• On Minimizing the Maximum Eigenvalue of a Symmetric Matrix
• On the optimal filtering of diffusion processes
• Optimization and nonsmooth analysis
• Perturbation theory for linear operators.
• Smooth convex approximation to the maximum eigenvalue function
• Spectral methods in linear minimax estimation
• Spectral theory of minimax estimation
• Stochastic differential equations for the non linear filtering problem

Cited in

(1)

• RAP-method (random perturbation method) for minimax \(G\)-filter

This page was built for publication: RAP-method (random perturbation method) for finding \(S\)-minimax control vectors and parameter estimates for some linear systems with random coefficients

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2283941)