Linear minimax estimation with ellipsoidal constraints (Q1914880)

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scientific article; zbMATH DE number 885562
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Linear minimax estimation with ellipsoidal constraints
scientific article; zbMATH DE number 885562

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    Linear minimax estimation with ellipsoidal constraints (English)
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    9 June 1996
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    simultaneous linear minimax estimation
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    linear models
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    ellipsoidal constraints
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    convex analysis
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    optimality conditions
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    explicit formulae
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