A linear mini-max estimator for the case of a quartic loss function

Articles in the same Issue

1. Sonstiges
2. Some extensions of Girko’s limit theorems for permanents of random matrices
3. Backward Stochastic Differential Equations with Jumps involving a subdifferential operator
4. Distribution function of the distance between two points inside a cube
5. A linear mini-max estimator for the case of a quartic loss function
6. Approximation in optimal control of diffusion processes
7. Large deviation estimates and functional law for diffusions in modulus spaces
8. Stochastic canonical equation for normalized spectral functions of random Gram matrices