Minimax Estimation in Regression under Sample Conformity Constraints
The paper is devoted to the guaranteeing estimation of parameters in the uncertain stochastic nonlinear regression. The loss function is the conditional mean square of the estimation error given the available observations. The distribution of regression parameters is partially unknown, and the uncer...
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| Format: | Article |
| Language: | English |
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MDPI AG
2021-05-01
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| Series: | Mathematics |
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| Online Access: | https://www.mdpi.com/2227-7390/9/10/1080 |