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Numerical methods for linear minimax estimation - MaRDI portal

Numerical methods for linear minimax estimation (Q4526134)

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scientific article; zbMATH DE number 1553273
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Numerical methods for linear minimax estimation
scientific article; zbMATH DE number 1553273

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    Numerical methods for linear minimax estimation (English)
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    17 May 2001
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    duality
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    linear model
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    L-optimality
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    mean squared error
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    minimax estimation
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    non-smooth optimization
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    parametric restrictions
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    p-mean
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    quasi Newton method
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    Bayes estimation
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