Spectral theory of minimax estimation

DOI10.1007/BF00046987zbMath0844.62010MaRDI QIDQ1914883

Vyacheslav L. Girko

Publication date: 1 September 1996

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

zbMATH Keywords

maximal eigenvalueminimax estimationperturbation formulassolutions of systems of linear equationsspectral \(S\)-estimates

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Minimax procedures in statistical decision theory (62C20) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

Related Items (4)

On the equivalence of spectral theory and Bayesian analysis in minimax linear estimation ⋮ RAP-method (random perturbation method) for minimax \(G\)-filter ⋮ Fuzzy prior information and minimax estimation in the linear regression model ⋮ RAP-method (random perturbation method) for finding \(S\)-minimax control vectors and parameter estimates for some linear systems with random coefficients

Cites Work

• Full and partial minimax estimation in regression analysis with additional linear constraints
• General equivalence theory for optimum designs (approximate theory)
• Note on a paper
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