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5 The least squares estimator of random variables under convex operators on L-F(infinity) (mu) space 期刊论文
STATISTICS & PROBABILITY LETTERS, 2022, 卷号: 181, 页码: 7
作者:  Sun, Chuanfeng;  Ji, Shaolin;  Kong, Chuiliu
收藏  |  浏览/下载:95/0  |  提交时间:2022/04/02
Least squares estimator  Conditional expectation  Convex operator  Minimax theorem  
KALMAN-BUCY FILTERING AND MINIMUM MEAN SQUARE ESTIMATOR UNDER UNCERTAINTY 期刊论文
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2021, 卷号: 59, 期号: 4, 页码: 2669-2692
作者:  Ji, Shaolin;  Kong, Chuiliu;  Sun, Chuanfeng;  Zhang, Ji-Feng
收藏  |  浏览/下载:122/0  |  提交时间:2022/04/02
Kalman-Bucy filtering  minimum mean square estimator  drift uncertainty  convex operator  minimax theorem  backward stochastic differential equation  
A robust Kalman-Bucy filtering problem 期刊论文
AUTOMATICA, 2020, 卷号: 122, 页码: 6
作者:  Ji, Shaolin;  Kong, Chuiliu;  Sun, Chuanfeng
收藏  |  浏览/下载:115/0  |  提交时间:2021/04/26
Kalman-Bucy filters  Model uncertainty  Robust estimation  Minimum mean square estimator  Minimax theorem  Sublinear operator  
Minimax and Gamma-minimax estimation for the Poisson distribution under LINEX loss when the parameter space is restricted 期刊论文
STATISTICS & PROBABILITY LETTERS, 2000, 卷号: 50, 期号: 1, 页码: 23-32
作者:  Wan, ATK;  Zou, GH;  Lee, AH
收藏  |  浏览/下载:86/0  |  提交时间:2018/07/30
minimax estimator  Gamma-minimax estimator  LINEX loss function  restricted parameter space  least favorable prior  Poisson distribution  
Some results on parameter estimation in extended growth curve models 期刊论文
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2000, 卷号: 88, 期号: 2, 页码: 285-300
作者:  Wu, QG
收藏  |  浏览/下载:96/0  |  提交时间:2018/07/30
uniformly minimum risk equivariant estimator  admissible estimator  minimax estimator  maximum likelihood estimator  quadratic loss  matrix loss