Renormalization and white noise approximation for nonparametric functional estimation problems

DOI10.1214/AOS/1176348538MaRDI QIDQ1192990zbMATH OpenOpenAlexFDO

Authors Mark G. Low

Publication date 27 September 1992

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

Full work available at URL https://doi.org/10.1214/aos/1176348538

zbMATH Keywords

optimal rates of convergencerenormalizationrescalingpointwise density estimationpointwise nonparametric functional estimationwhite noise approximation

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Recommendations

• Renormalization exponents and optimal pointwise rates of convergence
• scientific article; zbMATH DE number 1064649
• Some Problems on Nonparametric Estimation in Gaussian White Noise
• Nonparametric estimation of functionals of the derivatives of a signal observed in white Gaussian noise
• Asymptotic equivalence of nonparametric regression and white noise

Cited in

(11)

• Minimax and adaptive inference in nonparametric function estimation
• Nonparametric Sequential Minimax Estimation of the Drift Coefficient in Diffusion Processes
• scientific article; zbMATH DE number 7370616 (Why is no real title available?)
• Asymptotic equivalence of density estimation and Gaussian white noise
• Minimax linear estimation in a white noise problem
• Minimax risk bounds in extreme value theory
• On adaptive estimation of linear functionals
• Lower bounds for the asymptotic minimax risk with spherical data
• Fourier series approximation of separable models
• A constrained risk inequality with applications to nonparametric functional estimation
• Renormalization exponents and optimal pointwise rates of convergence

This page was built for publication: Renormalization and white noise approximation for nonparametric functional estimation problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1192990)