Minimax estimation of deterministic parameters in linear models with a random model matrix

IEEE Transactions on Signal Processing

Volumn 54, Issue 2, 2006, Pages 601-612

  Eldar, Yonina C ^a  

^a TECHNION ISRAEL INSTITUTE OF TECHNOLOGY   (Israel)

Author keywords

Linear models; Mean squared error (MSE) estimation; Minimax mean squared error (MSE); Random model matrix; Regret

Indexed keywords

BOUNDARY CONDITIONS; ERROR ANALYSIS; MATHEMATICAL MODELS; MATRIX ALGEBRA; OPTIMIZATION; PARAMETER ESTIMATION; RANDOM PROCESSES; STATISTICAL METHODS;

BAYSIAN APPROACH; LINEAR MODELS; MINIMAX ESTIMATION; MINIMAX MEAN-SQUARED ERROR (MSE); RANDOM MODEL MATRIX;

SIGNAL PROCESSING;

EID: 31344457502     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2005.861734     Document Type: Article

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