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5 The least squares estimator of random variables under convex operators on L-F(infinity) (mu) space

文献类型：期刊论文

作者Sun, Chuanfeng1; Ji, Shaolin2; Kong, Chuiliu3,4
刊名STATISTICS & PROBABILITY LETTERS
出版日期2022-02-01
卷号181页码:7
关键词Least squares estimator Conditional expectation Convex operator Minimax theorem
ISSN号0167-7152
DOI10.1016/j.spl.2021.109268
英文摘要In this paper, the least squares estimator of random variables for a convex operator is investigated on L-F(infinity) (mu) space. We adopt much weaker conditions for the convex operator than in Ji et al. (2020) and Sun and Ji (2017). These weaker conditions can also guarantee that the minimax theorem holds. Due to Komlos theorem and the minimax theorem, the existence and uniqueness of the least squares estimator are obtained. (C) 2021 Elsevier B.V. All rights reserved.
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000712136100013
出版者ELSEVIER
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/59519]  
专题中国科学院数学与系统科学研究院
通讯作者Ji, Shaolin
作者单位1.Univ Jinan, Sch Math Sci, Jinan 250022, Shandong, Peoples R China
2.Shandong Univ, Zhongtai Inst Finance, Jinan 250100, Shandong, Peoples R China
3.Chinese Acad Sci, Acad Math & Syst Sci, Inst Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China
4.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100149, Peoples R China
推荐引用方式
GB/T 7714		 Sun, Chuanfeng,Ji, Shaolin,Kong, Chuiliu. 5 The least squares estimator of random variables under convex operators on L-F(infinity) (mu) space[J]. STATISTICS & PROBABILITY LETTERS,2022,181:7.
APA Sun, Chuanfeng,Ji, Shaolin,&Kong, Chuiliu.(2022).5 The least squares estimator of random variables under convex operators on L-F(infinity) (mu) space.STATISTICS & PROBABILITY LETTERS,181,7.
MLA Sun, Chuanfeng,et al."5 The least squares estimator of random variables under convex operators on L-F(infinity) (mu) space".STATISTICS & PROBABILITY LETTERS 181(2022):7.

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来源：数学与系统科学研究院

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