Adaptive minimax estimation of a fractional derivative

被引：0

作者：

Enikeeva, Farida

机构：

[1] EURANDOM, NL-5600 MB Eindhoven, Netherlands

[2] Inst Informat Transmiss Problems, Moscow 127994, Russia

来源：

STATISTICS & PROBABILITY LETTERS | 2006年 / 76卷 / 14期

关键词：

adaptive estimation; oracle inequality; white noise model; the Wicksell problem;

D O I：

10.1016/j.spl.2006.03.002

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：

This paper considers a problem of adaptation in estimating a fractional antiderivative of an unknown drift density from observations in Gaussian white noise. This problem is closely related to the Wicksell problem. Under the assumption that the drift density belongs to a Sobolev class with unknown smoothness, an adaptive estimator is constructed. (C) 2006 Elsevier B.V. All rights reserved.

引用

页码：1441 / 1448

页数：8

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