Minimax Linear Estimation at a Boundary Point PDF Download

Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Minimax Linear Estimation at a Boundary Point PDF full book. Access full book title Minimax Linear Estimation at a Boundary Point by Wayne Yuan Gao. Download full books in PDF and EPUB format.

Minimax Linear Estimation at a Boundary Point

Minimax Linear Estimation at a Boundary Point PDF Author: Wayne Yuan Gao
Publisher:
ISBN:
Category :
Languages : en
Pages : 16

Get Book Here

Book Description
This paper characterizes the minimax linear estimator of the value of an unknown function at a boundary point of its domain in a Gaussian white noise model under the restriction that the first-order derivative of the unknown function is Lipschitz continuous (the second-order Holder class). The result is then applied to construct the minimax optimal estimator for the regression discontinuity design model, where the parameter of interest involves function values at boundary points.