Adaptive minimax estimation of infinitely differentiable functions.

DOI10.2174/138955708784534454MaRDI QIDQ1856485zbMATH OpenOpenAlexWikidataFDO

Authors B. Ya. Levit, O. V. Lepski

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

adaptive estimationFourier transformsinfinitely differentiable functionsminimax estimationnonparametric estimationregularly varying functions

Mathematics Subject Classification ID

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

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(28)

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• On global and pointwise adaptive estimation
• Pointwise and sup-norm sharp adaptive estimation of functions on the Sobolev classes
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• Efficient estimation of a density in a problem of tomography.
• Adaptive drift estimation for nonparametric diffusion model.
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• On sharp nonparametric estimation of differentiable functions
• Infinite order cross-validated local polynomial regression
• Adaptive estimation over anisotropic functional classes via oracle approach
• On adaptive estimation of linear functionals
• Goodness-of-fit testing and quadratic functional estimation from indirect observations
• Adaptive minimax estimation of a fractional derivative
• Exact asymptotics for estimating the marginal density of discretely observed diffusion proc\-esses
• Minimax and adaptive inference in nonparametric function estimation
• Asymptotically minimax adaptive estimation. II: Schemes without optimal adaption. Adaptive estimates
• Some new perspectives in best approximation and interpolation of random data
• Exact adaptive pointwise estimation on Sobolev classes of densities
• Deconvolution of supersmooth densities with smooth noise
• On estimation and detection of infinite-variable functions
• Estimation of the hazard function in a semiparametric model with covariate measurement error
• Adaptive estimation of linear functionals in the convolution model and applications
• Theory of adaptive estimation
• Minimax linear estimation on the half-line via Mellin transform
• New \(M\)-estimators in semi-parametric regression with errors in variables
• Adaptive Bayesian estimation using a Gaussian random field with inverse gamma bandwidth
• Adaptive estimation of and oracle inequalities for probability densities and characteristic functions

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