On optimal estimation with respect to a large family of cost functions

DOI10.1109/18.79934zbMath0729.62060OpenAlexW2148408486MaRDI QIDQ3354930

Gary L. Wise, Eric B. Hall

Publication date: 1991

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/18.79934

zbMATH Keywords

Lebesgue measureconditional distributionoptimal nonlinear estimationBorel measurable cost functionnon-mean-square-error fidelity criteria

Mathematics Subject Classification ID

Linear inference, regression (62J99) General nonlinear regression (62J02)

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