Nonparametric estimation by convex programming

DOI10.1214/08-AOS654zbMath1173.62024arXiv0908.3108WikidataQ57392906 ScholiaQ57392906MaRDI QIDQ834340

Anatoli B. Juditsky, Arkadi Nemirovski

Publication date: 19 August 2009

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

Full work available at URL: https://arxiv.org/abs/0908.3108

zbMATH Keywords

convex optimizationminimax estimationoracle inequalitiesestimation of linear functionalsPE tomography

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Convex programming (90C25)

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Estimating linear functionals of a sparse family of Poisson means, On Design of Polyhedral Estimates in Linear Inverse Problems, Estimating linear and quadratic forms via indirect observations, On deconvolution of distribution functions, Hypothesis testing by convex optimization, Near-optimality of linear recovery from indirect observations, On polyhedral estimation of signals via indirect observations, On sequential hypotheses testing via convex optimization, Augmented minimax linear estimation, Multidimensional linear functional estimation in sparse Gaussian models and robust estimation of the mean

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