Exact asymptotic minimax constants for the estimation of analytical functions in Lp

Emmanuel Guerre; Alexander B. Tsybakov

doi:10.1007/s004400050182

Exact asymptotic minimax constants for the estimation of analytical functions in L_p

Emmanuel Guerre
, Alexander B. Tsybakov

Sorbonne Université
ENSAE
Institute for Information Transmission Problems (RAS)

Résultats de recherche: Contribution à un journal › Article › Revue par des pairs

Résumé

The L_p, minimax risks (1 ≤ p < ∞) are studied for statistical estimation in the Gaussian white noise model. The asymptotic rate and constants are given, and the optimal estimator is proposed. This, together with the work of Golubev, Levit and Tsybakov (1996) establishes the classification of the L_p minimax constants on the classes of analytical functions.

langue originale	Anglais
Pages (de - à)	33-51
Nombre de pages	19
journal	Probability Theory and Related Fields
Volume	112
Numéro de publication	1
Les DOIs	https://doi.org/10.1007/s004400050182
état	Publié - 1 janv. 1998

Accès au document

10.1007/s004400050182

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Contient cette citation

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abstract = "The Lp, minimax risks (1 ≤ p < ∞) are studied for statistical estimation in the Gaussian white noise model. The asymptotic rate and constants are given, and the optimal estimator is proposed. This, together with the work of Golubev, Levit and Tsybakov (1996) establishes the classification of the Lp minimax constants on the classes of analytical functions.",

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