Minimax estimation for singular linear multivariate models with mixed uncertainty

DOI10.1016/j.jmva.2006.05.012zbMath1102.62060OpenAlexW2088874866MaRDI QIDQ860340

Alexei R. Pankov, Konstantin V. Siemenikhin

Publication date: 9 January 2007

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2006.05.012

zbMATH Keywords

minimax estimatesingular linear modelmethod of dual optimizationminimax filtering

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Generalized linear models (logistic models) (62J12) Minimax procedures in statistical decision theory (62C20) Applications of mathematical programming (90C90)

Related Items

Minimax estimation by probabilistic criterion, Minimax-statistical approach to increasing reliability of measurement information processing, Minimax nature of the linear estimates of the indefinite stochastic vector from the generalized probabilistic criteria, Filtering Problem for Discrete Volterra Equations with Combined Disturbances

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