Minimax linear estimation in a white noise problem

被引：0
|
作者：
Zhao, LH [1 ]
机构：
[1] Univ Penn, Wharton Sch, Dept Stat, Philadelphia, PA 19104 USA
来源：
ANNALS OF STATISTICS | 1997年 / 25卷 / 02期
关键词：
white noise model; density estimation; linear minimax estimation; Epanechnikov kernel;
D O I：
暂无
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：
Linear estimation of f(x) at a point in a white noise model is considered. The exact linear minimax estimator of f(0) is found for the family of f(x) in which f'(x) is Lip(M). The resulting estimator is then used to verify a conjecture of Sacks and Ylvisaker concerning the near optimality of the Epanechnikov kernel.
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页码：745 / 755
页数：11
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