Minimax estimator

Results: 21



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11Statistical theory / Estimation theory / Econometrics / Heavy-tailed distribution / Errors and residuals in statistics / Linear regression / Moment / Minimax estimator / Normal distribution / Statistics / Probability theory / Regression analysis

Loss minimization and parameter estimation with heavy tails Daniel Hsu? ? Department of Computer Science, Columbia University

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Source URL: www.cs.columbia.edu

Language: English - Date: 2014-11-25 10:45:20
12Decision theory / Bayes estimator / Loss function / Minimax estimator / Bias of an estimator / Kullback–Leibler divergence / Minimax / Estimator / Hájek–Le Cam convolution theorem / Statistics / Estimation theory / Statistical theory

The asymptotic minimax risk for the estimation of constrained binomial and multinomial probabilities Dietrich Braess Ruhr-Universit¨at Bochum Fakult¨at f¨ ur Mathematik

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Source URL: homepage.rub.de

Language: English - Date: 2004-07-22 07:34:56
13Science / Minimax estimator / Loss function / Control theory / Robust control / New Keynesian economics / Monetary policy / Economic model / Euro / Statistics / Decision theory / Economics

Robust monetary rules under unstructured and structured model uncertainty

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Source URL: www.ecb.europa.eu

Language: English - Date: 2008-05-14 09:03:20
14Estimator / Channel state information / Bayes estimator / Mean squared error / Normal distribution / Fisher information / Minimum-variance unbiased estimator / Minimax estimator / Statistics / Estimation theory / Minimum mean square error

TRAINING SYMBOL PLACEMENT FOR PACKET TRANSMISSIONS UNDER ASYNCHRONOUS INTERFERENCE Cristian Budianu and Lang Tong School of Electrical and Computer Engineering, Cornell University, Ithaca, NY, USA

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Source URL: acsp.ece.cornell.edu

Language: English - Date: 2003-06-25 03:43:29
15Statistical theory / Estimator / Maximum likelihood / Minimax estimator / Estimation theory / Statistics / Statistical inference

ρ - estimator Yannick Baraud* ´ Lucien Birge**

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Source URL: www.samsi.info

Language: English - Date: 2014-02-26 14:31:34
16Knowledge / E-function / Mathematics / Frobenius theorem / Minimax estimator / Number theory / Common knowledge / Game theory

Agreeing to Disagree After All (Extended Abstract) Yoram Moses

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Source URL: www.tark.org

Language: English - Date: 2011-10-23 10:31:56
17Estimation theory / Statistical theory / Bayes estimator / Bayesian inference / Loss function / Confidence interval / Minimax / Symbol / Statistics / Econometrics / Decision theory

Constructing Confidence Regions of Optimal Expected Size Chad M. Schafer and Philip B. Stark ∗ February 26, 2009

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Source URL: www.stat.cmu.edu

Language: English - Date: 2009-02-26 13:54:03
18Estimator / Linear regression / Regression analysis / Least squares / Consistent estimator / M-estimator / Minimax estimator / Statistics / Estimation theory / Maximum likelihood

The Annals of Statistics 1982, Vol 10, No. 2,[removed]

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Source URL: www.dam.brown.edu

Language: English - Date: 2007-10-06 15:48:20
19Statistical theory / Summary statistics / Econometrics / Normal distribution / Minimax estimator / Quantile / Median / Bias of an estimator / Robust statistics / Statistics / Regression analysis / Estimation theory

Regression Quantiles Roger Koenker; Gilbert Bassett, Jr. Econometrica, Vol. 46, No. 1. (Jan., 1978), pp[removed].

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Source URL: www.stanford.edu

Language: English - Date: 2011-03-10 13:46:11
20Science / Minimax / Loss function / Prior probability / Decision rule / Minimax estimator / Admissible decision rule / Decision theory / Statistics / Mathematics

BASIC IDEAS OF A GENERAL THEORY OF STATISTICAL DECISION RULES ABRAHAM

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Source URL: www.mathunion.org

Language: English - Date: 2012-04-18 10:22:25
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