The least squares estimator of random variables under sublinear expectations
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DOI: 10.1016/j.jmaa.2017.02.020
Abstract: Abstract In this paper, we study the least squares estimator for sublinear expectations. Under some mild assumptions, we prove the existence and uniqueness of the least squares estimator. The relationship between the least squares estimator… read more here.
Keywords: squares estimator; random variables; estimator random; least squares ... See more keywords