An asymptotic minimax risk bound for estimation of a linear functional relationship

DOI10.1016/0047-259X(84)90035-6zbMATH Open0538.62062MaRDI QIDQ793479FDOQ793479

Authors: Michael Nussbaum 

Publication date: 1984

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

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zbMATH Keywords

normal approximationmaximum likelihood estimatorconvergence rateasymptotic minimax risklinear functional relationshiplocally asymptotically minimaxlower bound for the error probabilitymodel with errors in both variables

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

Cites Work

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• Matrix derivatives with an application to an adaptive linear decision problem
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Cited In (9)

• Asymptotic upper bounds for the risk of estimators of linear functionals of a spectral density function
• Estimation of the slope in a linear functional relationship
• Title not available (Why is that?)
• Estimation for the nonlinear functional relationship
• Statistically-based approach for monitoring of micro-seismic events
• Generalized least squares estimation of the functional multivariate linear errors-in-variables model
• On a consistent rank estimate in a linear structural model
• Title not available (Why is that?)
• The efficiency of adjusted least squares in the linear functional relationship.

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