Adaptive minimax estimation of infinitely differentiable functions.

DOI10.2174/138955708784534454zbMath1103.62332OpenAlexW2056632499WikidataQ37185259 ScholiaQ37185259MaRDI QIDQ1856485

B. Ya. Levit, O. V. Lepskij

Publication date: 10 February 2003

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2174/138955708784534454

zbMATH Keywords

Fourier transformsadaptive estimationminimax estimationnonparametric estimationinfinitely differentiable functionsregularly varying functions

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Minimax procedures in statistical decision theory (62C20)

Related Items (21)

On adaptive estimation of linear functionals ⋮ Adaptive Bayesian estimation using a Gaussian random field with inverse gamma bandwidth ⋮ Exact adaptive pointwise estimation on Sobolev classes of densities ⋮ Minimax and adaptive inference in nonparametric function estimation ⋮ Adaptive estimation of linear functionals in the convolution model and applications ⋮ Some new perspectives in best approximation and interpolation of random data ⋮ Theory of adaptive estimation ⋮ A new approach to estimator selection ⋮ Adaptive estimation of and oracle inequalities for probability densities and characteristic functions ⋮ A note on nonparametric estimation of linear functionals. ⋮ Goodness-of-fit testing and quadratic functional estimation from indirect observations ⋮ Deconvolution of supersmooth densities with smooth noise ⋮ New \(M\)-estimators in semi-parametric regression with errors in variables ⋮ Cardinal splines in nonparametric regression ⋮ Exact asymptotics for estimating the marginal density of discretely observed diffusion proc\-esses ⋮ Estimation of the hazard function in a semiparametric model with covariate measurement error ⋮ Efficient estimation of a density in a problem of tomography. ⋮ Adaptive drift estimation for nonparametric diffusion model. ⋮ Sharp adaptive estimation of linear functionals. ⋮ Infinite order cross-validated local polynomial regression ⋮ Adaptive estimation over anisotropic functional classes via oracle approach

This page was built for publication: Adaptive minimax estimation of infinitely differentiable functions.