On adaptive estimation of linear functionals from observations against white noise
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singular value decompositionWiener processadaptive estimationlinear functionalsoft thresholdingwhite Gaussian noisespectral regularizationrisk envelopeAkaike methodprojection estimate
Statistical aspects of information-theoretic topics (62B10) Linear regression; mixed models (62J05) Markov processes: estimation; hidden Markov models (62M05) Estimation in multivariate analysis (62H12) Inference from stochastic processes and spectral analysis (62M15) Functional data analysis (62R10) White noise theory (60H40)
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Cites work
- scientific article; zbMATH DE number 3844864 (Why is no real title available?)
- scientific article; zbMATH DE number 3444596 (Why is no real title available?)
- scientific article; zbMATH DE number 4197203 (Why is no real title available?)
- Adaptive estimation of linear functionals by model selection
- An oracle approach to adaptive estimation of linear functionals in a Gaussian model
- Minimal penalty for Goldenshluger-Lepski method
- On risk concentration for convex combinations of linear estimators
- Ordered linear smoothers
- Universal pointwise selection rule in multivariate function estimation
Cited in
(11)- Another look at adaptation on the average
- Optimal recovery of a square integrable function from its observations with Gaussian errors
- Adaptive estimation of linear functionals in Hilbert scales from indirect white noise observa\-tions
- Adaptive filtering of a random signal in Gaussian white noise
- An oracle approach to adaptive estimation of linear functionals in a Gaussian model
- On adaptive inverse estimation of linear functional in Hilbert scales
- On estimation of linear functional by utilizing a prior guess
- scientific article; zbMATH DE number 28602 (Why is no real title available?)
- The method of risk envelope in estimation of linear functionals
- Adaptation under probabilistic error for estimating linear functionals
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