On adaptive estimation of linear functionals from observations against white noise
DOI10.1134/S0032946020020040zbMATH Open1460.62210OpenAlexW3043512450MaRDI QIDQ784386FDOQ784386
Publication date: 3 August 2020
Published in: Problems of Information Transmission (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s0032946020020040
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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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- Minimal penalty for Goldenshluger-Lepski method
- Universal pointwise selection rule in multivariate function estimation
- Adaptive estimation of linear functionals by model selection
- Ordered linear smoothers
- An oracle approach to adaptive estimation of linear functionals in a Gaussian model
- On risk concentration for convex combinations of linear estimators
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- 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
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- The method of risk envelope in estimation of linear functionals
- Adaptation under probabilistic error for estimating linear functionals
- Sharp adaptive estimation of linear functionals.
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