Spectral methods in linear minimax estimation (Q1914881)

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scientific article; zbMATH DE number 885563
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English
Spectral methods in linear minimax estimation
scientific article; zbMATH DE number 885563

    Statements

    Spectral methods in linear minimax estimation (English)
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    1 September 1996
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    Bayesian approach
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    experimental design approach
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    minimax-linear estimator
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    circular constraints
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    optimality
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    left spectral equation
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    right spectral equation
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    maximal eigenvalue
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    eigenspace
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    explicit estimation formulas
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    Hoffmann-Läuter estimator
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