Minimax estimation of a bounded squared mean

DOI10.1016/0167-7152(92)90111-HzbMath0751.62002OpenAlexW2022059519MaRDI QIDQ1185328

Irène Gijbels, Jianqing Fan

Publication date: 28 June 1992

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(92)90111-h

zbMATH Keywords

Gaussian white noisesquared error lossminimax estimationGaussian white noise modelnormal modelnormal meanunknown meanasymptotic expression for the minimax riskestimation of quadratic functionalshardest 1-dimensional subproblems

Mathematics Subject Classification ID

Density estimation (62G07) Minimax procedures in statistical decision theory (62C20)

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Rate optimal estimation of quadratic functionals in inverse problems with partially unknown operator and application to testing problems

Cites Work

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