Second-Order Asymptotic Minimax Property in Linear Regression

DOI10.1137/1130106zbMath0616.62035OpenAlexW2062744656MaRDI QIDQ4725496

O. M. Dukarskij, B. Ya. Levit

Publication date: 1986

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1130106

zbMATH Keywords

second-order asymptotically minimax estimatessecond order Bayesian

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Bayesian inference (62F15)

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