A New Approach to the Stochastic Recovery Problem

DOI10.1137/S0040585X97980853MaRDI QIDQ5700615zbMATH OpenOpenAlexFDO

Authors B. S. Darkhovskij

Publication date 28 October 2005

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x97980853

zbMATH Keywords

a posteriori distributionnonparametric minimax estimationrecovery problem

Mathematics Subject Classification ID

Applications of functional analysis in probability theory and statistics (46N30) Applications of operator theory in probability theory and statistics (47N30) Minimax procedures in statistical decision theory (62C20) Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08)

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Cited in

(4)

• Minimax Estimation of the First Derivative by Finite Number of Noisy Observations
• Non asymptotic minimax estimation of functionals with noisy observations
• On a Stochastic Renewal Problem
• Stochastic recovery problem

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