A posteriori minimax estimation with likelihood constraints (Q1941907)
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scientific article; zbMATH DE number 6148367
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A posteriori minimax estimation with likelihood constraints |
scientific article; zbMATH DE number 6148367 |
Statements
A posteriori minimax estimation with likelihood constraints (English)
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22 March 2013
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parameter estimation
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uncertain stochastic regression
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loss function
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conditional mean squared error
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finite-dimensional dual optimization problem
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additional likelihood constraints
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