Simultaneous sharp estimation of functions and their derivatives

Authors
Citation
S. Efromovich, Simultaneous sharp estimation of functions and their derivatives, ANN STATIST, 26(1), 1998, pp. 273-278
Citations number
6
Categorie Soggetti
Mathematics
Journal title
ANNALS OF STATISTICS
ISSN journal
00905364 → ACNP
Volume
26
Issue
1
Year of publication
1998
Pages
273 - 278
Database
ISI
SICI code
0090-5364(199802)26:1<273:SSEOFA>2.0.ZU;2-0
Abstract
A data-driven estimate is given that, over a Sobolev space, is simultaneous ly asymptotically sharp minimax for estimating both the function and its de rivatives under integrated squared error loss. It is also shown that linear estimates cannot be simultaneously asymptotically sharp minimax over a giv en Sobolev space.