Minimax estimators of parameters of linear model uncertainty in Hilbert space with stochastic regression coefficients

DOI10.1515/ROSE.1999.7.4.381MaRDI QIDQ4516146zbMATHOpenAlexFDO

Authors A. I. Vladimirova

Publication date 27 November 2000

Published in Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/rose.1999.7.4.381

zbMATH Keywords

least squaresHilbert spacesminimax estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of operator theory in probability theory and statistics (47N30)

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Cited in

(8)

• Minimax estimation of linear functionals under squared error loss
• Minimax estimation of the right-hand sides of Noetherian equations in a Hilbert space under uncertainty conditions
• RAP-method (random perturbation method) for minimax \(G\)-filter
• scientific article; zbMATH DE number 5520940 (Why is no real title available?)
• A statistical minimax approach to optimizing linear models under a priori uncertainty conditions
• Linear Minimax Regret Estimation of Deterministic Parameters with Bounded Data Uncertainties
• RAP-method (random perturbation method) for finding \(S\)-minimax control vectors and parameter estimates for some linear systems with random coefficients
• Minimax linear estimation in generalized uncertain-stochastic systems. I: Estimation of random elements with values in Hilbert spaces

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