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Towards the theory of minimax-Bayesian estimation
Teoriâ veroâtnostej i ee primeneniâ, Tome 44 (1999) no. 4, pp. 738-756 Cet article a éte moissonné depuis la source Math-Net.Ru

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The paper obtains generalizations of a theorem on normal correlation stating the linearity of minimax-Bayesian estimates and the normality of least favorable distributions. We give applications to the estimation of parameters in linear observations models.
Keywords: minimax estimation, duality problem
Mots-clés : covariance matrix, normal distribution. 
@article{TVP_1999_44_4_a1,
     author = {V. N. Solov'ev},
     title = {Towards the theory of {minimax-Bayesian} estimation},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {738--756},
     year = {1999},
     volume = {44},
     number = {4},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1999_44_4_a1/}
}
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V. N. Solov'ev. Towards the theory of minimax-Bayesian estimation. Teoriâ veroâtnostej i ee primeneniâ, Tome 44 (1999) no. 4, pp. 738-756. http://geodesic.mathdoc.fr/item/TVP_1999_44_4_a1/