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Minimax Nonparametric Estimation on Maxisets. / Ermakov, M.

In: Journal of Mathematical Sciences (United States), Vol. 244, No. 5, 01.02.2020, p. 779-788.

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Harvard

Ermakov, M 2020, 'Minimax Nonparametric Estimation on Maxisets', Journal of Mathematical Sciences (United States), vol. 244, no. 5, pp. 779-788. https://doi.org/10.1007/s10958-020-04651-1

APA

Ermakov, M. (2020). Minimax Nonparametric Estimation on Maxisets. Journal of Mathematical Sciences (United States), 244(5), 779-788. https://doi.org/10.1007/s10958-020-04651-1

Vancouver

Ermakov M. Minimax Nonparametric Estimation on Maxisets. Journal of Mathematical Sciences (United States). 2020 Feb 1;244(5):779-788. https://doi.org/10.1007/s10958-020-04651-1

Author

Ermakov, M. / Minimax Nonparametric Estimation on Maxisets. In: Journal of Mathematical Sciences (United States). 2020 ; Vol. 244, No. 5. pp. 779-788.

BibTeX

@article{6d53160ce38841598287db2efd4aaaae,
title = "Minimax Nonparametric Estimation on Maxisets",
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.",
author = "M. Ermakov",
note = "Publisher Copyright: {\textcopyright} 2020, Springer Science+Business Media, LLC, part of Springer Nature. Copyright: Copyright 2020 Elsevier B.V., All rights reserved.",
year = "2020",
month = feb,
day = "1",
doi = "10.1007/s10958-020-04651-1",
language = "English",
volume = "244",
pages = "779--788",
journal = "Journal of Mathematical Sciences",
issn = "1072-3374",
publisher = "Springer Nature",
number = "5",

}

RIS

TY - JOUR

T1 - Minimax Nonparametric Estimation on Maxisets

AU - Ermakov, M.

N1 - Publisher Copyright: © 2020, Springer Science+Business Media, LLC, part of Springer Nature. Copyright: Copyright 2020 Elsevier B.V., All rights reserved.

PY - 2020/2/1

Y1 - 2020/2/1

N2 - 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.

AB - 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.

UR - http://www.scopus.com/inward/record.url?scp=85077710393&partnerID=8YFLogxK

U2 - 10.1007/s10958-020-04651-1

DO - 10.1007/s10958-020-04651-1

M3 - Article

AN - SCOPUS:85077710393

VL - 244

SP - 779

EP - 788

JO - Journal of Mathematical Sciences

JF - Journal of Mathematical Sciences

SN - 1072-3374

IS - 5

ER -

ID: 71600758