Add to ORKGAbstract—The problem of estimating a linear functional in a linear Gaussian model is consid-ered. For the estimation, the class of projection estimators is used. The problem is to choose the optimal estimate from this class on the basis of observations. The solution of this problem is based on the principle of risk envelope minimization. 1
International audienceWe consider the problem of estimation of a linear functional in the Gaussian s...
In this paper, we consider a Gaussian sequence of independent observations having a polynomially inc...
A linear functional errors-in-variables model with unknown slope parameter and Gaussian errors is co...
The first lecture in this series is devoted to a survey of contributions during the last five years ...
AbstractThe problem of estimating linear functionals based on Gaussian observations is considered. P...
The optimum linear estimation problem in a generalized formulation is considered for a func-tion of ...
Minimax bounds for the risk function of estimators of functionals of the spectral density of Gaussia...
The optimal state estimator for linear systems described by functional differential equations is con...
The purpose of this book is to provide graduate students and practitioners with traditional methods ...
The problem of statistically optimal reconstruction of a signal based on its arbitrary linear projec...
This paper addresses the task of identifying the parameters of a linear object in the presence of no...
Precise asymptotic descriptions of the minimax affine risks and bias-variance tradeoffs for estimati...
We consider i.i.d. realizations of a Gaussian process on $[0,1]$ satisfying prescribed regularity co...
We consider the estimation of quadratic functionals in a Gaussian sequence model where the eigenvalu...
AbstractThe authors study the efficiency of the linear-functional strategy, as introduced by Anderss...
International audienceWe consider the problem of estimation of a linear functional in the Gaussian s...
In this paper, we consider a Gaussian sequence of independent observations having a polynomially inc...
A linear functional errors-in-variables model with unknown slope parameter and Gaussian errors is co...
The first lecture in this series is devoted to a survey of contributions during the last five years ...
AbstractThe problem of estimating linear functionals based on Gaussian observations is considered. P...
The optimum linear estimation problem in a generalized formulation is considered for a func-tion of ...
Minimax bounds for the risk function of estimators of functionals of the spectral density of Gaussia...
The optimal state estimator for linear systems described by functional differential equations is con...
The purpose of this book is to provide graduate students and practitioners with traditional methods ...
The problem of statistically optimal reconstruction of a signal based on its arbitrary linear projec...
This paper addresses the task of identifying the parameters of a linear object in the presence of no...
Precise asymptotic descriptions of the minimax affine risks and bias-variance tradeoffs for estimati...
We consider i.i.d. realizations of a Gaussian process on $[0,1]$ satisfying prescribed regularity co...
We consider the estimation of quadratic functionals in a Gaussian sequence model where the eigenvalu...
AbstractThe authors study the efficiency of the linear-functional strategy, as introduced by Anderss...
International audienceWe consider the problem of estimation of a linear functional in the Gaussian s...
In this paper, we consider a Gaussian sequence of independent observations having a polynomially inc...
A linear functional errors-in-variables model with unknown slope parameter and Gaussian errors is co...