Minimaxity of the method of regularization on stochastic processes
type: Item
instance of: scholarly article
title: Minimaxity of the method of regularization on stochastic processes
zbMATH Open document ID: 0497.62078
author: Ker-Chau Li
published in: The Annals of Statistics
publication date: 1982-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M09
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62C20
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 60G35
Mathematics Subject Classification ID: 65D10
Mathematics Subject Classification ID: 62F35
zbMATH DE Number: 3784160
zbMATH Keywords: method of regularization
zbMATH Keywords: smoothing-spline interpolation
zbMATH Keywords: squared loss
zbMATH Keywords: autoregressive processes
zbMATH Keywords: robustness
zbMATH Keywords: estimation of mean functions of stochastic processes
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176345883
OpenAlex ID: W2091108137
DOI: 10.1214/AOS/1176345883
description: scientific article; zbMATH DE number 3784160