Minimax estimation over ellipsoids in ℓ2

DOI10.1080/02331880701458623MaRDI QIDQ3525834zbMATH OpenOpenAlexFDO

Authors Maciej Wilczyński

Publication date 18 September 2008

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331880701458623

zbMATH Keywords

minimax estimationminimax linear risk

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Minimax procedures in statistical decision theory (62C20)

Recommendations

• On minimax filtering over ellipsoids
• Linear minimax estimation with ellipsoidal constraints
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• scientific article; zbMATH DE number 494376

Cites work

• A minimax linear estimator for linear parameters under restrictions in form of inequalities
• Bayes, Admissible, and Minimax Linear Estimators in Linear Models with Restricted Parameter Space
• Characterization of minimax linear estimators in linear regression
• Minimax estimation in linear regression under restrictions
• Minimax estimation in linear regression with ellipsoidal constraints
• Minimax linear regression estimation with symmetric parameter restrictions
• Minimax risk over hyperrectangles, and implications

Cited in

(5)

• scientific article; zbMATH DE number 1113908 (Why is no real title available?)
• Minimax estimation methods under ellipsoidal constraints
• Centred ellipsoids for which an admissible linear estimator is the minimax linear estimator
• Optimal recovery of linear operators from information of random functions
• On minimax filtering over ellipsoids

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