Renormalizing upper and lower bounds for integrated risk in the white noise model

DOI10.1214/AOS/1176349137MaRDI QIDQ688367zbMATH OpenOpenAlexFDO

Authors Mark G. Low

Publication date 13 September 1994

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

Full work available at URL https://doi.org/10.1214/aos/1176349137

zbMATH Keywords

minimax riskboundswhite noise modelinvariance propertiesnon-ellipsoidal sets

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05)

Recommendations

• Minimax revisited. II
• Some Problems on Nonparametric Estimation in Gaussian White Noise
• Lower bounds of risk for the problem of estimation of a pseudo-periodic function which is observed in white noise
• Asymptotic Minimax Risk for the White Noise Model on the Sphere
• Minimax revisited. I

Cited in

(4)

• The Pinsker bound in mixed Gaussian white noise
• Lower bounds of risk for the problem of estimation of a pseudo-periodic function which is observed in white noise
• Lower bounds for the asymptotic minimax risk with spherical data
• Optimal pointwise adaptive methods in nonparametric estimation

This page was built for publication: Renormalizing upper and lower bounds for integrated risk in the white noise model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q688367)