Asymptotically efficient estimation of analytic functions in Gaussian noise

DOI10.2307/3318549zbMATH Open0860.62034OpenAlexW4245579540MaRDI QIDQ1815795FDOQ1815795

Alexandre B. Tsybakov, Yu. Golubev, B. Ya. Levit

Publication date: 16 April 1997

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1193839222

zbMATH Keywords

nonparametric regressionanalytic functionsbest linear estimatorsasymptotically minimax estimators

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

Cited In (14)

• Sharp minimax tests for large Toeplitz covariance matrices with repeated observations
• Nonasymptotic bounds for autoregressive time series modeling.
• Near-optimality of linear recovery in Gaussian observation scheme under \(\| \cdot \|_{2}^{2}\)-loss
• Adaptive Bayesian density estimation in \(L^p\)-metrics with Pitman-Yor or normalized inverse-Gaussian process kernel mixtures
• On optimal cardinal interpolation
• Distribution estimation for biased data
• Locally minimax efficiency of nonparametric density estimators for \(\chi^2\)-type losses
• A note on nonparametric estimation of linear functionals.
• Minimax estimation of the Wigner function in quantum homodyne tomography with ideal detectors
• Infinite order cross-validated local polynomial regression
• On estimation of analytic density functions in \(L_p\)
• Minimax and bayes estimation in deconvolution problem
• Exact asymptotics for estimating the marginal density of discretely observed diffusion proc\-esses
• Efficient estimation of a density in a problem of tomography.

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