Minimax estimation over ellipsoids in ℓ2

DOI10.1080/02331880701458623zbMATH Open1281.62041OpenAlexW1976277822MaRDI QIDQ3525834FDOQ3525834

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

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• scientific article; zbMATH DE number 494376

zbMATH Keywords

minimax estimationminimax linear risk

Mathematics Subject Classification ID

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

Cites Work

• Minimax risk over hyperrectangles, and implications
• Minimax estimation in linear regression with ellipsoidal constraints
• Minimax linear regression estimation with symmetric parameter restrictions
• Minimax estimation in linear regression under restrictions
• Characterization of minimax linear estimators in linear regression
• 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

Cited In (5)

• Title not available (Why is that?)
• 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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