Adaptive minimax estimation of a fractional derivative

F.N. Enikeeva

    Research output: Contribution to journalArticleAcademicpeer-review

    Abstract

    This paper considers a problem of adaptation in estimating a fractional antiderivative of an unknown drift density from observations in Gaussian white noise. This problem is closely related to the Wicksell problem. Under the assumption that the drift density belongs to a Sobolev class with unknown smoothness, an adaptive estimator is constructed.
    Original languageEnglish
    Pages (from-to)1441-1448
    JournalStatistics and Probability Letters
    Volume76
    Issue number14
    DOIs
    Publication statusPublished - 2006

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