Abstract
| Original language | English |
|---|---|
| Title of host publication | Probability Theory and Mathematical Statistics (Proceeedings of the Seventh Vilnius Conference, Vilnius, Lithuania, August 12-18, 1998) |
| Editors | B. Grigelionis, J. Kubilius, V. Paulauskas, H. Pragarauskas, R. Rudzkis, V. Statulevicius |
| Place of Publication | Vilnius |
| Publisher | TEV |
| Pages | 57-66 |
| ISBN (Print) | 9986-546-72-9 |
| Publication status | Published - 1999 |
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Minimax estimation in the blurred signal model. / Belitser, E.
Probability Theory and Mathematical Statistics (Proceeedings of the Seventh Vilnius Conference, Vilnius, Lithuania, August 12-18, 1998). ed. / B. Grigelionis; J. Kubilius; V. Paulauskas; H. Pragarauskas; R. Rudzkis; V. Statulevicius. Vilnius : TEV, 1999. p. 57-66.Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review
TY - GEN
T1 - Minimax estimation in the blurred signal model
AU - Belitser, E.
PY - 1999
Y1 - 1999
N2 - We study problem of the minimax estimation of a nonparametric signal blurred by some known function and observed with additive noise. The unknown function is assumed to belong to an ellipsoid in L_2([0,1]). We propose a linear estimator and show that its maximal risk, under some conditions, has the same asymptotic behavior as the minimax risk. We also derive the exact asymptotics of the minimal risk. The results are illustrated by one example.
AB - We study problem of the minimax estimation of a nonparametric signal blurred by some known function and observed with additive noise. The unknown function is assumed to belong to an ellipsoid in L_2([0,1]). We propose a linear estimator and show that its maximal risk, under some conditions, has the same asymptotic behavior as the minimax risk. We also derive the exact asymptotics of the minimal risk. The results are illustrated by one example.
M3 - Conference contribution
SN - 9986-546-72-9
SP - 57
EP - 66
BT - Probability Theory and Mathematical Statistics (Proceeedings of the Seventh Vilnius Conference, Vilnius, Lithuania, August 12-18, 1998)
A2 - Grigelionis, B.
A2 - Kubilius, J.
A2 - Paulauskas, V.
A2 - Pragarauskas, H.
A2 - Rudzkis, R.
A2 - Statulevicius, V.
PB - TEV
CY - Vilnius
ER -