Minimax estimation for mixtures of Wishart distributions

DOI10.1214/11-AOS951zbMath1246.62137arXiv1203.3342OpenAlexW3098654049MaRDI QIDQ450011

Ja-Yong Koo, L. R. Haff, Peter T. Kim, Donald St. P. Richards

Publication date: 3 September 2012

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.3342

zbMATH Keywords

stochastic volatilityLaplace-Beltrami operatordeconvolutionoptimal rateHelgason-Fourier transformHarish-Chandra c-functionSobolev ellipsoid

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Random matrices (algebraic aspects) (15B52)

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