학술논문
Minimax Nonparametric Estimation on Maxisets.
Document Type
Article
Author
Source
Subject
*NONPARAMETRIC estimation
*SOBOLEV spaces
*RANDOM noise theory
*CHEBYSHEV approximation
*WHITE noise
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Language
ISSN
1072-3374
Abstract
We study nonparametric estimation of a signal in Gaussian white noise on maxisets. We point out minimax estimators in the class of all linear estimators and strong asymptotically minimax estimators in the class of all estimators. We show that balls in Sobolev spaces are maxisets for the Pinsker estimators. [ABSTRACT FROM AUTHOR]