Minimax estimation methods under ellipsoidal constraints
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Cited in
(8)- Minimax estimators for location vectors in elliptical distributions with unknown scale parameter and its application to variance reduction in simulation
- scientific article; zbMATH DE number 494376 (Why is no real title available?)
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- Linear minimax estimation with ellipsoidal constraints
- Methods for minimax estimation under elementwise covariance uncertainty
- Numerical methods for linear minimax estimation
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