12 citations · 28 across the 8 of their papers we have counts for
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math.ST2011★ 12 cited
Improved estimation in a non-Gaussian parametric regression
Evgeny Pchelintsev
The paper considers the problem of estimating the parameters in a continuous time regression model with a non-Gaussian noise of pulse type. The noise is specified by the Ornstein-U…
math.ST2011
On improved estimation in a conditionally Gaussian regression
Evgeny Pchelintsev
The paper considers the problem of estimating a \ dimensional mean vector of a multivariate conditionally normal distribution under quadratic loss. The problem of this type…