Asymptotically exact minimax estimation in sup-norm for anisotropic Hölder classes
Bertin, Karine
Bernoulli, Tome 10 (2004) no. 2, p. 873-888 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
We consider the Gaussian white noise model and study the estimation of a function f in the uniform norm assuming that f belongs to a Hölder anisotropic class. We give the minimax rate of convergence over this class and determine the minimax exact constant and an asymptotically exact estimator.
Publié le : 2004-10-14
Classification:  anisotropic Hölder class,  minimax exact constant,  uniform norm,  white noise model 
@article{1099579160,
     author = {Bertin, Karine},
     title = {Asymptotically exact minimax estimation in sup-norm for anisotropic H\"older classes},
     journal = {Bernoulli},
     volume = {10},
     number = {2},
     year = {2004},
     pages = { 873-888},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1099579160}
}

Bertin, Karine. Asymptotically exact minimax estimation in sup-norm for anisotropic Hölder classes. Bernoulli, Tome 10 (2004) no. 2, pp.  873-888. http://gdmltest.u-ga.fr/item/1099579160/