The Pinsker bound in mixed Gaussian white noise (Q1856451)
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scientific article; zbMATH DE number 1865767
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Pinsker bound in mixed Gaussian white noise |
scientific article; zbMATH DE number 1865767 |
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The Pinsker bound in mixed Gaussian white noise (English)
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10 February 2003
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Gaussian white noise
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mixed normality
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nonparametric L2-efficiency
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Pinsker bound
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linear filtering
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minimax estimation
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Sobolev ellipsoids
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ancillary statistics
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