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Volumn 25, Issue 2, 1997, Pages 745-755

Minimax linear estimation in a white noise problem

Author keywords

Density estimation; Epanechnikov kernel; Linear minimax estimation; White noise model

Indexed keywords


EID: 0031520585     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1031833671     Document Type: Article
Times cited : (10)

References (12)
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    • Brown, L.D.1    Low, M.G.2
  • 2
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    • Statistical estimation and optimal recovery
    • DONOHO, D. L. (1994a). Statistical estimation and optimal recovery. Ann. Statist. 22 238-270.
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    • Donoho, D.L.1
  • 3
    • 21344480943 scopus 로고
    • Asymptotic minimax risk (for sup-norm loss): Solution via optimal recovery
    • DONOHO, D. L. (1994b). Asymptotic minimax risk (for sup-norm loss): solution via optimal recovery. Probab. Theory Related Fields 99 145-170.
    • (1994) Probab. Theory Related Fields , vol.99 , pp. 145-170
    • Donoho, D.L.1
  • 4
    • 0000251164 scopus 로고
    • Geometrizing rates of convergence. III
    • DONOHO, D. L. and LIU, R. (1991). Geometrizing rates of convergence. III. Ann. Statist. 19 668-701.
    • (1991) Ann. Statist. , vol.19 , pp. 668-701
    • Donoho, D.L.1    Liu, R.2
  • 5
    • 0001014229 scopus 로고
    • Minimax risk over hyperrectangles and implications
    • DONOHO, D. L., LIU, R. and MACGIBBON, B. (1990). Minimax risk over hyperrectangles and implications. Ann. Statist. 18 1416-1437.
    • (1990) Ann. Statist. , vol.18 , pp. 1416-1437
    • Donoho, D.L.1    Liu, R.2    Macgibbon, B.3
  • 6
    • 0001573354 scopus 로고
    • Renormalization exponents and optimal pointwise rates of convergence
    • DONOHO, D. L. and Low, M. (1992). Renormalization exponents and optimal pointwise rates of convergence. Ann. Statist. 20 944-970.
    • (1992) Ann. Statist. , vol.20 , pp. 944-970
    • Donoho, D.L.1    Low, M.2
  • 7
    • 0000665083 scopus 로고
    • Nonparametric estimates of a multivariate probability density
    • EPANECHNIKOV, V. A. (1969). Nonparametric estimates of a multivariate probability density. Theor. Probab. Appl. 14 153-158.
    • (1969) Theor. Probab. Appl. , vol.14 , pp. 153-158
    • Epanechnikov, V.A.1
  • 8
    • 0001569683 scopus 로고
    • Exact constants in inequalities between norms of the derivatives of a function
    • GABUSHIN, V. N. (1968). Exact constants in inequalities between norms of the derivatives of a function. Mat. Zametki. 4 221-232.
    • (1968) Mat. Zametki. , vol.4 , pp. 221-232
    • Gabushin, V.N.1
  • 9
    • 0002282584 scopus 로고
    • On nonparametric estimation of the value of a linear functional in Gaussian white noise
    • IBRAGIMOV, I. A. and KHAS'MINSKI, R. Z. (1984). On nonparametric estimation of the value of a linear functional in Gaussian white noise. Theory Probab. Appl. 29 18-32.
    • (1984) Theory Probab. Appl. , vol.29 , pp. 18-32
    • Ibragimov, I.A.1    Khas'minski, R.Z.2
  • 10
    • 0001917690 scopus 로고
    • Renormalization and white noise approximation for nonparametric functional estimation problems
    • LOW, M. G. (1992). Renormalization and white noise approximation for nonparametric functional estimation problems. Ann. Statist. 20 545-554.
    • (1992) Ann. Statist. , vol.20 , pp. 545-554
    • Low, M.G.1
  • 11
    • 0030328670 scopus 로고    scopus 로고
    • Asymptotic equivalence of density estimation and white noise
    • NUSSBAUM, M. (1996). Asymptotic equivalence of density estimation and white noise. Ann. Statist. 24 2399-2430.
    • (1996) Ann. Statist. , vol.24 , pp. 2399-2430
    • Nussbaum, M.1
  • 12
    • 0007329673 scopus 로고
    • Asymptotically optimum kernels for density estimation at a point
    • SACKS, J. and YLVISAKER, D. (1981). Asymptotically optimum kernels for density estimation at a point. Ann. Statist. 9 334-346.
    • (1981) Ann. Statist. , vol.9 , pp. 334-346
    • Sacks, J.1    Ylvisaker, D.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.