Minimax Estimation of Nonregular Parameters and Discontinuity in Minimax Risk

Essays in Honor of Peter C. B. Phillips - Advances in Econometrics ◽

10.1108/s0731-905320140000033015 ◽

2014 ◽

pp. 557-585

Author(s):

Kyungchul Song

Keyword(s):

Minimax Estimation ◽

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Minimax Estimation of Solutions of Neumann Boundary-Value Problems for Elliptical Equations in Uncertainty Conditions

Journal of Automation and Information Sciences ◽

10.1615/jautomatinfscien.v33.i10.30 ◽

2001 ◽

Vol 33 (10) ◽

pp. 18

Author(s):

Yuriy K. Podlipenko ◽

Alexander G. Nakonechnyi ◽

Alex. Kovalyuk

Keyword(s):

Boundary Value Problems ◽

Boundary Value ◽

Neumann Boundary ◽

Minimax Estimation ◽

Neumann Boundary Value Problems

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ROBUST MINIMAX ESTIMATION OF THE LOCATION PARAMETER WITH A BOUNDED VARIANCE

Stability Problems for Stochastic Models ◽

10.1515/9783112319062-024 ◽

1994 ◽

pp. 279-288

Keyword(s):

Location Parameter ◽

Minimax Estimation ◽

Bounded Variance

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ASYMPTOTIC MINIMAX ESTIMATION IN NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS FROM DISCRETE OBSERVATIONS

Statistics & Risk Modeling ◽

10.1524/strm.2001.19.2.121 ◽

2001 ◽

Vol 19 (2) ◽

Author(s):

M.N. Mishra ◽

B.L.S. Prakasa Rao

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Minimax Estimation ◽

Discrete Observations ◽

Nonlinear Stochastic Differential Equations ◽

Asymptotic Minimax

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Minimax estimation of qubit states with Bures risk

Journal of Physics A Mathematical and Theoretical ◽

10.1088/1751-8121/aab6f2 ◽

2018 ◽

Vol 51 (17) ◽

pp. 175307 ◽

Author(s):

Anirudh Acharya ◽

Mădălin Guţă

Keyword(s):

Minimax Estimation ◽

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Lower bounds of minimax risk in estimation problems without lan condition

Stochastics and Stochastics Reports ◽

10.1080/17442509208833747 ◽

1992 ◽

Vol 38 (2) ◽

pp. 67-93 ◽

Author(s):

V. G. Spokoiny

Keyword(s):

Lower Bounds ◽

Minimax Risk ◽

Estimation Problems

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Minimax estimation with intermittent observations

10.1016/j.automatica.2015.09.004 ◽

2015 ◽

Vol 62 ◽

pp. 122-133 ◽

Author(s):

Jun Moon ◽

Tamer Başar

Keyword(s):

Minimax Estimation

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Approximate minimax estimation in linear regression: theoretical results

Communication in Statistics- Theory and Methods ◽

10.1080/03610928708829425 ◽

1987 ◽

Vol 16 (4) ◽

pp. 1101-1116 ◽

Author(s):

P. Stahlecker ◽

J. Lauterbach

Keyword(s):

Linear Regression ◽

Minimax Estimation ◽

Theoretical Results

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Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2009.04.009 ◽

2009 ◽

Vol 100 (10) ◽

pp. 2296-2304 ◽

Author(s):

Hisayuki Tsukuma

Keyword(s):

Covariance Matrix ◽

Minimax Estimation ◽

Generalized Bayes ◽

Normal Mean ◽

Unknown Covariance ◽

Unknown Covariance Matrix

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Minimax Estimation of the Mean of a Normal Distribution when the Parameter Space is Restricted

The Annals of Statistics ◽

10.1214/aos/1176345646 ◽

1981 ◽

Vol 9 (6) ◽

pp. 1301-1309 ◽

Author(s):

P. J. Bickel

Keyword(s):

Normal Distribution ◽

Parameter Space ◽

Minimax Estimation ◽

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Estimating a Density under Order Restrictions: Nonasymptotic Minimax Risk

The Annals of Statistics ◽

10.1214/aos/1176350488 ◽

1987 ◽

Vol 15 (3) ◽

pp. 995-1012 ◽

Author(s):

Lucien Birge

Keyword(s):

Minimax Risk ◽

Order Restrictions

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