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Problemy Peredachi Informatsii, 2004, Volume 40, Issue 1, Pages 58–72 (Mi ppi124)  
This article is cited in 7 scientific papers (total in 7 papers)

Methods of Signal Processing

Method of Risk Envelopes in Estimation of Linear Functionals

G. K. Golubevab

a Institute for Information Transmission Problems, Russian Academy of Sciences
b Université de Provence
Full-text PDF (1074 kB) Citations (7)
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Abstract: The problem of estimating a linear functional in a linear Gaussian model is considered. 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.
Received: 23.04.2003
Revised: 17.06.2003
English version:
Problems of Information Transmission, 2004, Volume 40, Issue 1, Pages 53–65
DOI: https://doi.org/10.1023/B:PRIT.0000024880.14839.ff
Bibliographic databases:
Document Type: Article
UDC: 621.391.1
Language: Russian
Citation: G. K. Golubev, “Method of Risk Envelopes in Estimation of Linear Functionals”, Probl. Peredachi Inf., 40:1 (2004), 58–72; Problems Inform. Transmission, 40:1 (2004), 53–65
Citation in format AMSBIB
\Bibitem{Gol04}
\by G.~K.~Golubev
\paper Method of Risk Envelopes in Estimation of Linear Functionals
\jour Probl. Peredachi Inf.
\yr 2004
\vol 40
\issue 1
\pages 58--72
\mathnet{http://mi.mathnet.ru/ppi124}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=2099020}
\zmath{https://zbmath.org/?q=an:1169.62318}
\transl
\jour Problems Inform. Transmission
\yr 2004
\vol 40
\issue 1
\pages 53--65
\crossref{https://doi.org/10.1023/B:PRIT.0000024880.14839.ff}
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  • https://www.mathnet.ru/eng/ppi/v40/i1/p58
    • This publication is cited in the following 7 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Проблемы передачи информации Problems of Information Transmission
     
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