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Teoriya Veroyatnostei i ee Primeneniya, 1999, Volume 44, Issue 4, Pages 738–756
DOI: https://doi.org/10.4213/tvp1063 (Mi tvp1063) 		 
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
Full-text PDF (2537 kB) Citations (13)
DOI: https://doi.org/10.4213/tvp1063
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
English version:
Theory of Probability and its Applications, 2000, Volume 44, Issue 4, Pages 739–754
DOI: https://doi.org/10.1137/S0040585X97977872
Bibliographic databases:
Language: Russian
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
Citation in format AMSBIB
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\paper Towards the theory of minimax-Bayesian estimation
\jour Teor. Veroyatnost. i Primenen.
\yr 1999
\vol 44
\issue 4
\pages 738--756
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\zmath{https://zbmath.org/?q=an:0986.62018}
\transl
\jour Theory Probab. Appl.
\yr 2000
\vol 44
\issue 4
\pages 739--754
\crossref{https://doi.org/10.1137/S0040585X97977872}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000165796900006}
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  • https://doi.org/10.4213/tvp1063
  • https://www.mathnet.ru/eng/tvp/v44/i4/p738
    • This publication is cited in the following 13 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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