Minimax Estimation of the First Derivative by Finite Number of Noisy Observations

DOI10.1080/03610920902947154zbMATH Open1175.62009OpenAlexW2073570024MaRDI QIDQ3645007FDOQ3645007

Authors: B. S. Darkhovskij 

Publication date: 16 November 2009

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920902947154

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zbMATH Keywords

minimax estimationderivativesnoisy observations

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Density estimation (62G07) Minimax procedures in statistical decision theory (62C20)

Cites Work

• Nonparametric curve estimation. Methods, theory, and applications
• Title not available (Why is that?)
• Title not available (Why is that?)
• On a Stochastic Renewal Problem
• A New Approach to the Stochastic Recovery Problem

Cited In (5)

• Non asymptotic minimax estimation of functionals with noisy observations
• Calculation of \(n\)th derivative with minimum error based on function's measurement
• On the recovery of functions and their derivatives from imperfect measurements
• An optimum design for estimating the first derivative
• On the Minimax Estimation Problem of a Fractional Derivative

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