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A posteriori minimax estimation with likelihood constraints - MaRDI portal

A posteriori minimax estimation with likelihood constraints (Q1941907)

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scientific article; zbMATH DE number 6148367
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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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