Minimax estimation by probabilistic criterion

Minimax procedures in statistical decision theory (62C20) Stochastic systems in control theory (general) (93E03) Estimation and detection in stochastic control theory (93E10)

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Cites work

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Minimax estimation and the least squares method
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Parameter estimation with expected and residual-at-risk criteria
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Confidence analysis of linear unbiased estimates under uncertain unimodal noise distributions
Design of Pareto-optimal linear quadratic estimates, filters and controllers
The conditionally minimax nonlinear filtering method and modern approaches to state estimation in nonlinear stochastic systems
Two-sided probability bound for a symmetric unimodal random variable
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A posteriori minimax estimation with likelihood constraints
Blind Minimax Estimation
Multivariate Selberg probability bound in distributionally robust optimization with statistical applications
Method for the determination of the minimax
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A method to find the minimax of functionals dependent on probability measures

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