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On sharp nonparametric estimation of differentiable functions.
- Source :
-
Statistics & Probability Letters . Sep2019, Vol. 152, p9-14. 6p. - Publication Year :
- 2019
-
Abstract
- Sharp minimax nonparametric estimation is well known for functions from a Sobolev ellipsoid which is defined via Fourier coefficients of differentiable functions with specific boundary conditions. The theory is based on a renown lower bound of Pinsker (1980) and an adaptive estimator that attains it. This paper solves a long-standing problem of adaptive estimation without assuming boundary conditions. [ABSTRACT FROM AUTHOR]
- Subjects :
- *NONPARAMETRIC estimation
*ELLIPSOIDS
*DIFFERENTIABLE functions
*FAME
Subjects
Details
- Language :
- English
- ISSN :
- 01677152
- Volume :
- 152
- Database :
- Academic Search Index
- Journal :
- Statistics & Probability Letters
- Publication Type :
- Periodical
- Accession number :
- 136934364
- Full Text :
- https://doi.org/10.1016/j.spl.2019.04.007