Recursive Estimation of a Vector Parameter under Bahadur Risk

DOI10.1137/S0040585X97978518MaRDI QIDQ4328505zbMATH OpenFDO

Authors Alexander Korostelev, Andrew L. Rukhin

Publication date 25 April 2002

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S0040585X97978518

zbMATH Keywords

recursive estimationMarkov processesBahadur risk

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Large deviations (60F10) Statistical decision theory (62C99) Stochastic approximation (62L20)

Recommendations

• Recursive parameter estimation for semimartingales
• Recursive density estimation under dependence
• Recursive estimators of integrated squared density derivatives
• The Bahadur risk in probability density estimation
• Recursive estimation based on an extended observation vector
• On the use of stochastic approximation in recursive estimation
• Recursive distribution estimator defined by stochastic approximation method using Bernstein polynomials
• Recursive estimation in the general linear model
• Recursive K-distribution parameter estimation

This page was built for publication: Recursive Estimation of a Vector Parameter under Bahadur Risk

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4328505)