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Minimax estimation of regression

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Publication:762847
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zbMath0558.62011MaRDI QIDQ762847

Yuri K. Golubev

Publication date: 1984

Published in: Problems of Information Transmission (Search for Journal in Brave)


zbMATH Keywords

quadratic risk


Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear inference, regression (62J99) Minimax procedures in statistical decision theory (62C20)








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