Dual optimization problems in stochastics

zbMath0481.62055MaRDI QIDQ1162327

Olaf Krafft

Publication date: 1981

Published in: Jahresbericht der Deutschen Mathematiker-Vereinigung (DMV) (Search for Journal in Brave)

zbMATH Keywords

Gauss-Markov theoremreviewminimax estimationminimum correlation problem

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Optimal statistical designs (62K05) Applications of mathematical programming (90C90) Duality theory (optimization) (49N15) Inequalities involving derivatives and differential and integral operators (26D10) Existence of optimal solutions to problems involving randomness (49J55)

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