Statistical estimation and optimal recovery (Q1327840): Difference between revisions
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Revision as of 12:50, 16 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical estimation and optimal recovery |
scientific article |
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Statistical estimation and optimal recovery (English)
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29 June 1994
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New formulas are proved for the minimax linear risk in estimating a linear functional of an unknown object from indirect data contaminated with random Gaussian noise. There is exposed a correspondence between minimax affine estimates in the statistical estimation problem and optimal algorithms in the theory of optimal recovery.
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nonparametric regression
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density estimation
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minimax linear risk
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random Gaussian noise
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minimax affine estimates
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optimal algorithms
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optimal recovery
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