The Pinsker bound in mixed Gaussian white noise
type: Item
instance of: scholarly article
title: The Pinsker bound in mixed Gaussian white noise
zbMATH Open document ID: 1005.62076
published in: Mathematical Methods of Statistics
publication date: 2003-02-10T00:00:00Z
Mathematics Subject Classification ID: 62M09
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62B15
zbMATH DE Number: 1865767
zbMATH Keywords: Gaussian white noise
zbMATH Keywords: mixed normality
zbMATH Keywords: nonparametric L2-efficiency
zbMATH Keywords: Pinsker bound
zbMATH Keywords: linear filtering
zbMATH Keywords: minimax estimation
zbMATH Keywords: Sobolev ellipsoids
zbMATH Keywords: ancillary statistics
author: Sylvain Delattre
author: M. Hoffmann
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 1865767