Asymptotically efficient estimation of analytic functions in Gaussian noise
From MaRDI portal
Publication:1815795
DOI10.2307/3318549zbMath0860.62034MaRDI QIDQ1815795
Alexandre B. Tsybakov, B. Ya. Levit, Yuri K. Golubev
Publication date: 16 April 1997
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bj/1193839222
analytic functions; nonparametric regression; best linear estimators; asymptotically minimax estimators
62G07: Density estimation
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M09: Non-Markovian processes: estimation
Related Items
Minimax and bayes estimation in deconvolution problem, Sharp minimax tests for large Toeplitz covariance matrices with repeated observations, On estimation of analytic density functions in \(L_p\), Adaptive Bayesian density estimation in \(L^p\)-metrics with Pitman-Yor or normalized inverse-Gaussian process kernel mixtures, A note on nonparametric estimation of linear functionals., Locally minimax efficiency of nonparametric density estimators for \(\chi^2\)-type losses, Efficient estimation of a density in a problem of tomography., Nonasymptotic bounds for autoregressive time series modeling., Distribution estimation for biased data, Infinite order cross-validated local polynomial regression, Near-optimality of linear recovery in Gaussian observation scheme under \(\| \cdot \|_{2}^{2}\)-loss, Minimax estimation of the Wigner function in quantum homodyne tomography with ideal detectors, Exact asymptotics for estimating the marginal density of discretely observed diffusion proc\-esses, On optimal cardinal interpolation
