Asymptotically exact minimax estimation in sup-norm for anisotropic Hölder classes

DOI10.3150/BJ/1099579160MaRDI QIDQ1769787zbMATH OpenOpenAlexFDO

Authors Karine Bertin

Publication date 30 March 2005

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3150/bj/1099579160

zbMATH Keywords

anisotropic Hölder classminimax exact constantuniform normwhite noise model

Mathematics Subject Classification ID

Applications of functional analysis in probability theory and statistics (46N30) Markov processes: estimation; hidden Markov models (62M05) Non-Markovian processes: estimation (62M09)

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Cites work

• An Asymptotically Minimax Regression Estimator in the Uniform Norm up to Exact Constant
• Asymptotic minimax risk for sup-norm loss: Solution via optimal recovery
• Asymptotically exact nonparametric hypothesis testing in sup-norm and at a fixed point
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• Minimax exact constant in sup-norm for nonparametric regression with random design
• Nonlinear estimation in anisotropic multi-index denoising
• Nonparametric Estimation of a Regression Function that is Smooth in a Domain in $R^k$
• Optimal global rates of convergence for nonparametric regression
• Risk bounds for model selection via penalization
• Sharp adaptive estimation of linear functionals.
• The asymptotic minimax constant for sup-norm loss in nonparametric density estimation
• Wavelet thresholding in anisotropic function classes and application to adaptive estimation of evolutionary spectra

Cited in

(16)

• Universal pointwise selection rule in multivariate function estimation
• Nonparametric estimation of composite functions
• Exact asymptotic minimax constants for the estimation of analytical functions in \(L_p\)
• Fast adaptive estimation of log-additive exponential models in Kullback-Leibler divergence
• Sup-norm adaptive drift estimation for multivariate nonreversible diffusions
• Minimax nonparametric estimation on maxisets
• Hyperbolic wavelet thresholding methods and the curse of dimensionality through the maxiset approach
• Adaptive estimation over anisotropic functional classes via oracle approach
• On minimax convergence rates under \(L^p\)-risk for the anisotropic functional deconvolution model
• Maxiset in sup-norm for kernel estimators
• A model-based approach to density estimation in sup-norm
• Structural adaptation and rate accelerated estimation in bivariate functional data
• Fast convergence rates for dose-response estimation
• On estimation of L_r-norms in Gaussian white noise models
• Structural adaptation via \(\mathbb L_p\)-norm oracle inequalities
• Sharp estimation in sup norm with random design

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