Minimax linear estimation in a white noise problem

DOI10.1214/aos/1031833671zbMath0879.62033OpenAlexW2055493494MaRDI QIDQ1359421

Linda H. Zhao

Publication date: 22 January 1998

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

Full work available at URL: https://doi.org/10.1214/aos/1031833671

zbMATH Keywords

white noise modellinear minimax estimatorEpanechnikov kernel

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05)

Related Items (4)

Minimax estimation of linear functionals under squared error loss ⋮ Minimax linear estimation at a boundary point ⋮ Remarks on extremal problems in nonparametric curve estimation ⋮ Sharp adaptive estimation of linear functionals.

Cites Work

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• Statistical estimation and optimal recovery
• Asymptotic minimax risk for sup-norm loss: Solution via optimal recovery
• Asymptotic equivalence of nonparametric regression and white noise
• Asymptotic equivalence of density estimation and Gaussian white noise
• Exact constants in inequalities between norms of derivatives of functions

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