Unimprovable Solution to Systems of Empirical Linear Algebraic Equations

Simple item page
dc.creatorSerdobolski, A. V.
dc.date2002-12-30
dc.date.accessioned2026-07-07T04:54:07Z
dc.date.available2026-07-07T04:54:07Z
dc.descriptionAn optimum solution free from degeneration is found to the system of linear algebraic equations with empirical coefficients and right-hand sides. The quadratic risk of estimators of the unknown solution vector is minimized over a class of linear systems with given square norm of the coefficient matrix and length of the right-hand side vector. Empirical coefficients and right-hand sides are assumed to be independent and normal with known variance. It is found that the optimal estimator has the form of a regularized minimum square solution with an extension multiple. A simple formula is derived showing explicitly the dependence of the minimal risk on parameters.
dc.identifierhttps://arxiv.org/abs/math/0212375
dc.identifierhttp://arxiv.org/abs/math/0212375
dc.identifierElsevier Science, Statistics & Probability Letters, Volume 60 (1), p.1-6, 2002
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/66122
dc.subjectProbability
dc.subject15A52
dc.titleUnimprovable Solution to Systems of Empirical Linear Algebraic Equations
dc.typetext

Files

Collections

arXiv