KMS Of Academy of mathematics and systems sciences, CAS
| 5 The least squares estimator of random variables under convex operators on L-F(infinity) (mu) space | |
| Sun, Chuanfeng1; Ji, Shaolin2; Kong, Chuiliu3,4 | |
| 2022-02-01 | |
| Source Publication | STATISTICS & PROBABILITY LETTERS
 |
| ISSN | 0167-7152 |
| Volume | 181Pages:7 |
| Abstract | 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. |
| Keyword | Least squares estimator Conditional expectation Convex operator Minimax theorem |
| DOI | 10.1016/j.spl.2021.109268 |
| Indexed By | SCI |
| Language | 英语 |
| WOS Research Area | Mathematics |
| WOS Subject | Statistics & Probability |
| WOS ID | WOS:000712136100013 |
| Publisher | ELSEVIER |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/59520 |
| Collection | 中国科学院数学与系统科学研究院 |
| Corresponding Author | Ji, Shaolin |
| Affiliation | 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 |
| Recommended Citation 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. |
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