A class of optimal estimators for the covariance operator in reproducing kernel Hilbert spaces
DOI10.1016/j.jmva.2018.09.003zbMath1410.62143OpenAlexW2892153240WikidataQ129227719 ScholiaQ129227719MaRDI QIDQ1755120
Yang Zhou, Wei Huang, Di-Rong Chen
Publication date: 4 January 2019
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2018.09.003
rate of convergenceshrinkage estimatorminimax lower boundreproducing kernel Hilbert spacecovariance operator
Asymptotic properties of nonparametric inference (62G20) Minimax procedures in statistical decision theory (62C20) Analysis of variance and covariance (ANOVA) (62J10) Linear operators in reproducing-kernel Hilbert spaces (including de Branges, de Branges-Rovnyak, and other structured spaces) (47B32)
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