Simultaneous sharp estimation of functions and their derivatives

DOI10.1214/aos/1030563985zbMath0930.62035OpenAlexW2027884397MaRDI QIDQ1807079

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

minimaxfilteringadaptationSobolev functionslinear estimatesdata-driven estimate

Mathematics Subject Classification ID

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

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Cites Work

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• Smoothing splines: Regression, derivatives and deconvolution
• Learning algorithm for nonparametric filtering
• Density estimation by wavelet thresholding
• Optimal global rates of convergence for nonparametric regression