Research output: Contribution to journal › Article › peer-review
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.
| Original language | English |
|---|---|
| Pages (from-to) | 779-788 |
| Number of pages | 10 |
| Journal | Journal of Mathematical Sciences (United States) |
| Volume | 244 |
| Issue number | 5 |
| DOIs | |
| State | Published - 1 Feb 2020 |
ID: 71600758