On the estimation of quadratic functionals
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Publication:806870
DOI10.1214/aos/1176348249zbMath0729.62076OpenAlexW1985971806MaRDI QIDQ806870
Publication date: 1991
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176348249
Wiener processgeometric constraintsGaussian white noiseoptimal rates of convergenceminimax riskestimating quadratic functionalsFourier-Bessel coefficienthardest one- dimensional subproblemshypercube subproblemshyperrectangular constraintsshapes of geometrytesting two highly composite hypercubes
Minimax procedures in statistical decision theory (62C20) Markov processes: estimation; hidden Markov models (62M05) Inference from stochastic processes (62M99) Statistical decision theory (62C99)
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