Estimation and detection of high-variable functions from Sloan-Woźniakowski space

DOI10.3103/S1066530707040035zbMath1229.62074MaRDI QIDQ926978

Irina A. Suslina, Yuri I. Ingster

Publication date: 21 May 2008

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

separation ratesdetection of multi-variable functionsestimation of multi-variable functionsminimax estimation and hypothesis testingweighted tensor-product Sobolev spaces

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items

Multivariate intensity estimation via hyperbolic wavelet selection, To the memory of Yu. I. Ingster, Detection of sparse additive functions, Estimation and detection of functions from anisotropic Sobolev classes, Minimax goodness-of-fit testing in multivariate nonparametric regression, Estimation and detection of functions from weighted tensor product spaces, Estimation and detection of a function from tensor product spaces, Adaptive detection of a high-variable function, Tight conditions for consistency of variable selection in the context of high dimensionality

Cites Work

• Additive regression and other nonparametric models
• Optimal filtering of square-integrable signals in Gaussian noise
• Minimax nonparametric detection of signals in white Gaussian noise
• When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
• Nonparametric curve estimation. Methods, theory, and applications
• Asymptotically minimax hypothesis testing for nonparametric alternatives. I
• Asymptotic equivalence of nonparametric regression and white noise
• Asymptotic equivalence of density estimation and Gaussian white noise
• Nonparametric estimation over shrinking neighborhoods: superefficiency and adaptation
• Minimax estimation via wavelet shrinkage
• Tensor product space ANOVA models.
• On minimax filtering over ellipsoids
• Minimax Detection of a Signal In a Gaussian White Noise
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item