Application of spectral analysis to minimax estimation

zbMath0793.62009MaRDI QIDQ1322705

Subanar

Publication date: 3 August 1994

Published in: Southeast Asian Bulletin of Mathematics (Search for Journal in Brave)

zbMATH Keywords

singular value decompositionHilbert spacecompact operatorellipsoidBayes estimatorsBayes riskminimax linear estimatorminimax linear riskcontinuous time observationscountably infinite dimensional observationsfirst order asymptotically minimaxminimax estimation of linear functionalsstochastic linear functional

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15) Linear inference, regression (62J99) Minimax procedures in statistical decision theory (62C20) Applications of functional analysis in probability theory and statistics (46N30)

This page was built for publication: Application of spectral analysis to minimax estimation