scientific article; zbMATH DE number 1048002

MaRDI QIDQ4348084zbMATH OpenFDO

Authors Rudolf Beran

Publication date 9 November 1997

zbMATH Keywords

asymptotic minimax boundsbest orthogonally equivariant estimatorsbootstrap estimators of riskdirectional statisticsestimators of the meanGaussian processmultivariate normal modelsample meantime series asymptotics

Mathematics Subject Classification ID

Admissibility in statistical decision theory (62C15) Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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• Optimal equivariant prediction for high-dimensional linear models with arbitrary predictor covariance
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