Optimal estimates of random vectors using information criteria |
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| Authors: | A G Nakonechnyi O L Levoshich |
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| Institution: | (1) Kiev University, USSR |
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| Abstract: | Information criteria are applied for estimation of random vectors. Normal random vectors and random vectors with an unknown distribution are considered. Both linear estimates and estimates represented by a measurable function of observations are derived.Translated from Vychislitel'naya i Prildadnaya Matematika, No. 62, pp. 105–113, 1987. |
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