دورية أكاديمية
Minimaxity of the Method of Regularization of Stochastic Processes
| العنوان: | Minimaxity of the Method of Regularization of Stochastic Processes |
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| المؤلفون: | Li, Ker-Chau |
| بيانات النشر: | The Institute of Mathematical Statistics |
| سنة النشر: | 1982 |
| المجموعة: | Project Euclid (Cornell University Library) |
| مصطلحات موضوعية: | Autoregressive processes, minimaxity, method of regularization, robustness, smoothing splines, spectrum, 60G35, 62M10, 62G35, 62J05 |
| الوصف: | The idea of smoothing-spline interpolation is generalized to propose an estimator for the mean function of a stochastic process. A minimax property of the proposed estimator is then demonstrated under the usual squared loss function. |
| نوع الوثيقة: | text |
| وصف الملف: | application/pdf |
| اللغة: | English |
| تدمد: | 0090-5364 |
| العلاقة: | http://projecteuclid.org/euclid.aos/1176345883Test; Ann. Statist. 10, no. 3 (1982), 937-942 |
| DOI: | 10.1214/aos/1176345883 |
| الإتاحة: | https://doi.org/10.1214/aos/1176345883Test http://projecteuclid.org/euclid.aos/1176345883Test |
| حقوق: | Copyright 1982 Institute of Mathematical Statistics |
| رقم الانضمام: | edsbas.9E5FFCAA |
| قاعدة البيانات: | BASE |
Full Text Finder | تدمد: | 00905364 |
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| DOI: | 10.1214/aos/1176345883 |