scientific article; zbMATH DE number 509212

MaRDI QIDQ4280477zbMATH OpenFDO

Authors

Publication date 26 July 1994

zbMATH Keywords

bounded continuous linear functionconvex analysisfunctionallinear estimationlinear estimatorlinear minimax estimatorlocally convex linear spacesminimax theoremquadratic lossWiener process

Mathematics Subject Classification ID

Probability theory on linear topological spaces (60B11) Minimax procedures in statistical decision theory (62C20) Markov processes: estimation; hidden Markov models (62M05)

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Cited in

(10)

• Estimation of a linear functional from indirect observations
• Minimax linear estimation in a white noise problem
• Augmented minimax linear estimation
• A linear mini-max estimator for the case of a quartic loss function
• Some theorems on closed convex sets in a Hilbert space
• Characterisation of linear mini-max estimators for loss functions of arbitrary power
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