scientific article; zbMATH DE number 4155684

MaRDI QIDQ3484196zbMATH OpenFDO

Authors Yuri L. Kocherga, F. A. Abdullaev

Publication date 1989

zbMATH Keywords

analytical solutionJ-optimal forecastingminimax estimationminimax forecasts

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Linear inference, regression (62J99)

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(5)

• A revisit to efficient forecasting in linear regression models
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• Minimax estimation methods in the frame of optimal design
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