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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