MINIMAX ESTIMATION FOR LINEAR REGRESSIONS

被引：3
|
作者：
RADNER, R
机构：
来源：
ANNALS OF MATHEMATICAL STATISTICS | 1958年 / 29卷 / 04期
关键词：
D O I：
10.1214/aoms/1177706455
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
引用
收藏
页码：1244 / 1250
页数：7
相关论文
共 50 条
  • [1] LINEAR MINIMAX ESTIMATION
    HELMES, K
    SRINIVASAN, C
    [J]. LECTURE NOTES IN ECONOMICS AND MATHEMATICAL SYSTEMS, 1992, 389 : 9 - 23
  • [2] AUGMENTED MINIMAX LINEAR ESTIMATION
    Hirshberg, David A.
    Wager, Stefan
    [J]. ANNALS OF STATISTICS, 2021, 49 (06): : 3206 - 3227
  • [3] LINEAR MINIMAX ESTIMATION FOR LINEAR REGRESSION MODELS
    ZAHL, S
    [J]. ANNALS OF MATHEMATICAL STATISTICS, 1966, 37 (03): : 769 - &
  • [4] Minimax and minimax-Bayesian estimation of linear regression parameters
    Solovev, VN
    [J]. RUSSIAN MATHEMATICAL SURVEYS, 1996, 51 (03) : 563 - 564
  • [5] Minimax regret estimation in linear models
    Eldar, YC
    Ben-Tal, A
    Nemirovski, A
    [J]. 2004 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH, AND SIGNAL PROCESSING, VOL II, PROCEEDINGS: SENSOR ARRAY AND MULTICHANNEL SIGNAL PROCESSING SIGNAL PROCESSING THEORY AND METHODS, 2004, : 161 - 164
  • [6] Minimax estimation in linear regression model
    Srivastava, AK
    Shukla, P
    [J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 1996, 50 (01) : 77 - 89
  • [7] ON THE PROBLEM OF MINIMAX ESTIMATION OF LINEAR FUNCTIONALS
    DODUNEKOVA, R
    [J]. PROBLEMS OF CONTROL AND INFORMATION THEORY-PROBLEMY UPRAVLENIYA I TEORII INFORMATSII, 1989, 18 (04): : 261 - 276
  • [8] Minimax linear estimation at a boundary point
    Gao, Wayne Yuan
    [J]. JOURNAL OF MULTIVARIATE ANALYSIS, 2018, 165 : 262 - 269
  • [9] Spectral methods in linear minimax estimation
    Drygas, H
    [J]. ACTA APPLICANDAE MATHEMATICAE, 1996, 43 (01) : 17 - 42
  • [10] Linear minimax estimation with ellipsoidal constraints
    Christopeit, N
    Helmes, K
    [J]. ACTA APPLICANDAE MATHEMATICAE, 1996, 43 (01) : 3 - 15
12345