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

DOI10.1515/ROSE.1999.7.4.381zbMATH Open0953.62063OpenAlexW2021096116MaRDI QIDQ4516146FDOQ4516146

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

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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)

Cited In (8)

• Title not available (Why is that?)
• Minimax estimation of linear functionals under squared error loss
• RAP-method (random perturbation method) for minimax \(G\)-filter
• Minimax linear estimation in generalized uncertain-stochastic systems. I: Estimation of random elements with values in Hilbert spaces
• RAP-method (random perturbation method) for finding \(S\)-minimax control vectors and parameter estimates for some linear systems with random coefficients
• Linear Minimax Regret Estimation of Deterministic Parameters with Bounded Data Uncertainties
• A statistical minimax approach to optimizing linear models under a priori uncertainty conditions
• Minimax estimation of the right-hand sides of Noetherian equations in a Hilbert space under uncertainty conditions

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