Minimax linear estimation in a white noise problem
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Publication:1359421
DOI10.1214/aos/1031833671zbMath0879.62033OpenAlexW2055493494MaRDI QIDQ1359421
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
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05)
Related Items (4)
Minimax estimation of linear functionals under squared error loss ⋮ Minimax linear estimation at a boundary point ⋮ Remarks on extremal problems in nonparametric curve estimation ⋮ Sharp adaptive estimation of linear functionals.
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