On Necessary Conditions for Efficient Estimation of Functionals of a Nonparametric Signal in White Noise
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Publication:5753386
DOI10.1137/1135009zbMATH Open0721.62043OpenAlexW1993261491MaRDI QIDQ5753386FDOQ5753386
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
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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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