The least squares estimator of random variables under convex operators on \(L_{\mathcal{F}}^\infty (\mu)\) space

DOI10.1016/J.SPL.2021.109268zbMath1478.62214OpenAlexW3206463930MaRDI QIDQ2070635

Shaolin Ji, Chuiliu Kong, Chuanfeng Sun

Publication date: 24 January 2022

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2021.109268

zbMATH Keywords

conditional expectationminimax theoremleast squares estimatorconvex operator

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Linear inference, regression (62J99) Filtering in stochastic control theory (93E11)

Cites Work

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