The least squares estimator of random variables under sublinear expectations
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Mathematical Analysis and Applications"
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
Large deviation principle for random variables under sublinear expectations on Rd
Sign Up to like & getrecommendations! Published in 2020 at "Journal of Mathematical Analysis and Applications"
DOI: 10.1016/j.jmaa.2020.124110
Abstract: Abstract In this paper, we obtain the large deviation principle for random variables in sublinear expectation spaces taking values in R d , which do not have to satisfy the independent identical distributed condition. We… read more here.
Keywords: random variables; variables sublinear; deviation principle; random ... See more keywords