Minimax estimation and the least squares method

DOI10.1080/17442509308833820zbMath0804.62061OpenAlexW1973700588MaRDI QIDQ4311567

Vladimir Soloviov

Publication date: 19 January 1995

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509308833820

zbMATH Keywords

linear modelpolynomial regressionduality theoryleast squares estimatorsecond order statisticsminimax estimationleast favourable matrix

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Minimax procedures in statistical decision theory (62C20) Probabilistic methods, stochastic differential equations (65C99)

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