Minimax linear estimation in a white noise problem

DOI10.1214/aos/1031833671zbMath0879.62033MaRDI QIDQ1359421

Linda H. Zhao

Publication date: 22 January 1998

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1031833671

zbMATH Keywords

white noise model; linear minimax estimator; Epanechnikov kernel

Mathematics Subject Classification ID

62G07: Density estimation

62G20: Asymptotic properties of nonparametric inference

62M05: Markov processes: estimation; hidden Markov models

Related Items

Remarks on extremal problems in nonparametric curve estimation, Minimax linear estimation at a boundary point, Sharp adaptive estimation of linear functionals., Minimax estimation of linear functionals under squared error loss

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