On adaptive estimation of linear functionals from observations against white noise
type: Item
instance of: scholarly article
title: On adaptive estimation of linear functionals from observations against white noise
zbMATH Open document ID: 1460.62210
DOI: 10.1134/S0032946020020040
author: D. Kharzeev
published in: Problems of Information Transmission
publication date: 2020-08-03T00:00:00Z
Mathematics Subject Classification ID: 62R10
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62B10
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 60H40
zbMATH DE Number: 7226809
zbMATH Keywords: linear functional
zbMATH Keywords: white Gaussian noise
zbMATH Keywords: Wiener process
zbMATH Keywords: projection estimate
zbMATH Keywords: risk envelope
zbMATH Keywords: adaptive estimation
zbMATH Keywords: Akaike method
zbMATH Keywords: soft thresholding
zbMATH Keywords: singular value decomposition
zbMATH Keywords: spectral regularization
MaRDI profile type: Publication
cites work: Q3314783
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full work available at URL: s0032946020020040
OpenAlex ID: W3043512450
description: scientific article; zbMATH DE number 7226809