Statistical estimation and optimal recovery (Q1327840): Difference between revisions

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Statistical estimation and optimal recovery
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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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