scientific article; zbMATH DE number 7604984

MaRDI QIDQ5043277

Evgeny Pchelintsev

Publication date: 21 October 2022

Full work available at URL: http://mathnet.ru/eng/vtgu217

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

improved estimationnon-Gaussian Ornstein-Uhlenbeck processJames-Stein procedureconditionally Gaussian regression model

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Related Items (1)

ESTIMATING PARAMETERS IN A REGRESSION MODEL WITH DEPENDENT NOISES

Cites Work

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• General model selection estimation of a periodic regression with a Gaussian noise
• A unified and generalized set of shrinkage bounds on minimax Stein estimates
• Estimation of the mean of a multivariate normal distribution
• Families of minimax estimators of the mean of a multivariate normal distribution
• Minimax estimates of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix
• Improved model selection method for a regression function with dependent noise

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