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On sharp nonparametric estimation of differentiable functions.

Authors :
Efromovich, Sam
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]

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