Minimax estimation of linear functionals under squared error loss

DOI10.1016/J.JSPI.2009.02.015zbMATH Open1168.62008OpenAlexW2055456176MaRDI QIDQ2390477FDOQ2390477

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

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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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• Nonparametric regression with long-memory errors
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Cited In (5)

• Minimax estimation of linear functionals under squared error loss
• Title not available (Why is that?)
• Title not available (Why is that?)
• 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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