5 The least squares estimator of random variables under convex operators on L-F(infinity) (mu) space

doi:10.1016/j.spl.2021.109268

CSpace

	5 The least squares estimator of random variables under convex operators on L-F(infinity) (mu) space
	Sun, Chuanfeng 1; Ji, Shaolin 2; Kong, Chuiliu 3,4
	2022-02-01
发表期刊	STATISTICS & PROBABILITY LETTERS
ISSN	0167-7152
卷号	181 页码:7
摘要	In this paper, the least squares estimator of random variables for a convex operator is investigated on L-F(infinity) (mu) space. We adopt much weaker conditions for the convex operator than in Ji et al. (2020) and Sun and Ji (2017). These weaker conditions can also guarantee that the minimax theorem holds. Due to Komlos theorem and the minimax theorem, the existence and uniqueness of the least squares estimator are obtained. (C) 2021 Elsevier B.V. All rights reserved.
关键词	Least squares estimator Conditional expectation Convex operator Minimax theorem
DOI	10.1016/j.spl.2021.109268
收录类别	SCI
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000712136100013
出版者	ELSEVIER
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/59520
专题	中国科学院数学与系统科学研究院
通讯作者	Ji, Shaolin
作者单位	1.Univ Jinan, Sch Math Sci, Jinan 250022, Shandong, Peoples R China 2.Shandong Univ, Zhongtai Inst Finance, Jinan 250100, Shandong, Peoples R China 3.Chinese Acad Sci, Acad Math & Syst Sci, Inst Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China 4.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100149, Peoples R China
推荐引用方式 GB/T 7714	Sun, Chuanfeng,Ji, Shaolin,Kong, Chuiliu. 5 The least squares estimator of random variables under convex operators on L-F(infinity) (mu) space[J]. STATISTICS & PROBABILITY LETTERS,2022,181:7.
APA	Sun, Chuanfeng,Ji, Shaolin,&Kong, Chuiliu.(2022).5 The least squares estimator of random variables under convex operators on L-F(infinity) (mu) space.STATISTICS & PROBABILITY LETTERS,181,7.
MLA	Sun, Chuanfeng,et al."5 The least squares estimator of random variables under convex operators on L-F(infinity) (mu) space".STATISTICS & PROBABILITY LETTERS 181(2022):7.