Remarks on extremal problems in nonparametric curve estimation

被引：10
|
作者：
Leonov, SL [1 ]
机构：
[1] Univ So Calif, Ctr Appl Math Sci, Los Angeles, CA 90089 USA
来源：
STATISTICS & PROBABILITY LETTERS | 1999年 / 43卷 / 02期
关键词：
minimax risk; exact constants; Holder function class; optimal recovery;
D O I：
10.1016/S0167-7152(98)00256-9
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We discuss optimization problems which arise in various nonparametric statistical settings with Holder function classes. We establish a new property of the solution of an optimal recovery problem which leads to exact constants in the formulas for asymptotic minimax risks. (C) 1999 Elsevier Science B.V. All rights reserved.
引用
收藏
页码：169 / 178
页数：10
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