On Necessary Conditions for Efficient Estimation of Functionals of a Nonparametric Signal in White Noise

DOI10.1137/1135009MaRDI QIDQ5753386zbMATH OpenOpenAlexFDO

Authors Arkadi Nemirovski

Publication date 1990

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1135009

zbMATH Keywords

density estimationBrownian motionKolmogorov diameterscompact L2- subsetsefficient estimation of functionals

Mathematics Subject Classification ID

Density estimation (62G07) Inference from stochastic processes (62M99)

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• scientific article; zbMATH DE number 3844864

Cited in

(10)

• Functional estimation in log-concave location families
• Nonparametric estimation of functionals of the derivatives of a signal observed in white Gaussian noise
• Efficient estimation of smooth functionals in Gaussian shift models
• Estimation of smooth functionals of location parameter in Gaussian and Poincaré random shift models.
• Minimax estimation of norms of a probability density. I: Lower bounds
• Asymptotically efficient estimation of smooth functionals of covariance operators
• Estimation of smooth functionals in normal models: bias reduction and asymptotic efficiency
• Some Problems on Nonparametric Estimation in Gaussian White Noise
• Estimating nonquadratic functionals of a density using Haar wavelets
• Estimation of smooth functionals in high-dimensional models: bootstrap chains and Gaussian approximation

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