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Linear regression constrained to a ball
Uppsala University, Teknisk-naturvetenskapliga vetenskapsområdet, Mathematics and Computer Science, Department of Information Technology. DEPARTMENT OF SYSTEMS AND CONTROL.
2001 (English)In: DIGITAL SIGNAL PROCESSING, ISSN 1051-2004, Vol. 11, no 1, 80-90 p.Article in journal (Refereed) Published
Abstract [en]

A worst case lower bound (WCLB) result obtained by Nemirovskii suggests that a potentially significant estimation accuracy enhancement may be achieved provided the true parameter vector is known to belong to a ball. In this paper we discuss the many facet

Place, publisher, year, edition, pages
ACADEMIC PRESS INC , 2001. Vol. 11, no 1, 80-90 p.
Keyword [en]
linear regression; minimax estimation; biased estimation; Nemirovskii's worst case lower bound; constrained parameter estimation
URN: urn:nbn:se:uu:diva-36555OAI: oai:DiVA.org:uu-36555DiVA: diva2:64454
Addresses: Ganesan G, Syst & Control Grp, POB 27, S-75103 Uppsala, Sweden. Syst & Control Grp, S-75103 Uppsala, Sweden.Available from: 2008-10-17 Created: 2008-10-17 Last updated: 2011-01-13

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