Minimax nonparametric estimation on maxisets

DOI10.1007/S10958-020-04651-1MaRDI QIDQ2199125zbMATHOpenAlexWikidataFDO

Authors Yanyan Li

Publication date 16 September 2020

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10958-020-04651-1

zbMATH Keywords

nonparametric estimationminimax estimatorGaussian white noise

Mathematics Subject Classification ID

Density estimation (62G07) Minimax procedures in statistical decision theory (62C20) White noise theory (60H40)

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Cited in

(8)

• Maxiset in sup-norm for kernel estimators
• Minimax nonparametric prediction under random sample size
• Spline smoothing in regression models and asymptotic efficiency in \(L_ 2\)
• The Pinsker bound in mixed Gaussian white noise
• Maxiset point of view for signal detection in inverse problems
• Minimax or maxisets?
• Maximum set estimators with bounded estimation error
• Maxisets for linear procedures

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