EXACT ASYMPTOTIC MINIMAX CONSTANTS FOR THE ESTIMATION OF ANALYTICAL FUNCTIONS IN L-P

Authors
GUERRE E TSYBAKOV AB
Citation
E. Guerre et Ab. Tsybakov, EXACT ASYMPTOTIC MINIMAX CONSTANTS FOR THE ESTIMATION OF ANALYTICAL FUNCTIONS IN L-P, Probability theory and related fields, 112(1), 1998, pp. 33-51
Citations number
19
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Probability theory and related fields → ACNP
ISSN journal
01788051
Volume
112
Issue
1
Year of publication
1998
Pages
33 - 51
Database
ISI
SICI code
0178-8051(1998)112:1<33:EAMCFT>2.0.ZU;2-U
Abstract
The L-p minimax risks (1 less than or equal to p < infinity) are studi ed for statistical estimation in the Gaussian white noise model. The a symptotic rate and constants are given, and the optimal estimator is p roposed. This, together with the work of Golubev, Levit and Tsybakov ( 1996) establishes the classification of the L-p minimax constants on t he classes of analytical functions.