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This article is cited in 13 scientific papers (total in 13 papers)
Towards the theory of minimax-Bayesian estimation
V. N. Solov'ev Russian State Social University
Abstract:
The paper obtains generalizations of a theorem on normal correlation stating the linearity of minimax-Bayesian estimates and the normality of least favorable distributions. We give applications to the estimation of parameters in linear observations models.
Keywords:
minimax estimation, duality problem, covariance matrix, normal distribution.
Received: 20.10.1997
Citation:
V. N. Solov'ev, “Towards the theory of minimax-Bayesian estimation”, Teor. Veroyatnost. i Primenen., 44:4 (1999), 738–756; Theory Probab. Appl., 44:4 (2000), 739–754
Linking options:
https://www.mathnet.ru/eng/tvp1063https://doi.org/10.4213/tvp1063 https://www.mathnet.ru/eng/tvp/v44/i4/p738
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Abstract page: | 300 | Full-text PDF : | 174 | First page: | 7 |
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