Simultaneous sharp estimation of functions and their derivatives

DOI10.1214/AOS/1030563985MaRDI QIDQ1807079zbMATH OpenOpenAlexFDO

Authors Sam Efromovich

Publication date 9 November 1999

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

Full work available at URL https://doi.org/10.1214/aos/1030563985

zbMATH Keywords

adaptationminimaxfilteringSobolev functionslinear estimatesdata-driven estimate

Mathematics Subject Classification ID

Density estimation (62G07) General nonlinear regression (62J02) Markov processes: estimation; hidden Markov models (62M05) Asymptotic distribution theory in statistics (62E20) Non-Markovian processes: estimation (62M09) Inference from stochastic processes and prediction (62M20)

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Cites work

• scientific article; zbMATH DE number 3976099 (Why is no real title available?)
• Density estimation by wavelet thresholding
• Learning algorithm for nonparametric filtering
• Optimal global rates of convergence for nonparametric regression
• Smoothing splines: Regression, derivatives and deconvolution

Cited in

(10)

• A new approach to estimator selection
• Bayesian inverse problems with partial observations
• Optimal nonparametric estimation of the density of regression errors with finite support
• Efficient nonparametric estimation of distribution for current status censoring
• Statistical inference for the optimal approximating model
• Asymptotic equivalence theory for nonparametric regression with random design
• Optimal adaptive estimation on \(\mathbb{R}\) or \(\mathbb{R}^{+}\) of the derivatives of a density
• Sharp adaptive estimation by a blockwise method
• On a projection estimator of the regression function derivative
• Adaptive wavelet estimation: A block thresholding and oracle inequality approach

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