On Minimax Estimation of Regression

DOI10.1137/1135069zbMATH Open0733.62069OpenAlexW2065557580MaRDI QIDQ3359602FDOQ3359602

Iosif Pinelis

Publication date: 1990

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1135069

zbMATH Keywords

general Gauss-Markov modelarbitrary convex class of covariance matricesdual theoremslinear unbiased minimax estimationpositive-definite dispersion matrixpseudo-best estimators

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Minimax procedures in statistical decision theory (62C20)

Cited In (11)

• Min-max bias robust regression
• On minimax shrinkage regression estimators
• Minimax estimation in multi-task regression under low-rank structures
• Minimax adaptive dimension reduction for regression
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Minimax pointwise estimation of an anisotropic regression function with unknown density of the design
• Estimation of a Regression Function by Maxima of Minima of Linear Functions

Recommendations

• Minimax estimation of regression 👍 👎
• Minimax estimators of parameters of a regression model 👍 👎
• On minimax shrinkage regression estimators 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎

This page was built for publication: On Minimax Estimation of Regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3359602)