Asymptotic efficiency of inverse estimators

被引:0
|
作者
Van Rooij, ACM
Ruymgaart, FH
Van Zwet, WR
机构
[1] Katholieke Univ Nijmegen, NL-6500 GL Nijmegen, Netherlands
[2] Texas Tech Univ, Dept Math, Lubbock, TX 79409 USA
[3] Leiden Univ, Inst Math, NL-2300 RA Leiden, Netherlands
关键词
inverse estimation; weak convergence; asymptotic efficiency; Hajek-LeCam convolution theorem;
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
Inverse estimation concerns the recovery of an unknown input signal from blurred observations on a known transformation of that signal. The estimators considered in this paper are based on a regularized inverse of the transformation involved, employing a Hilbert space set-up. We focus on properties related to weak convergence. It is shown that linear functionals can be efficiently estimated in the Hajek-LeCam sense, provided they remain restricted to a suitable class. Outside this class, rates different from rootn are possible. By way of an example we present the "convolution theorem" for a deconvolution.
引用
收藏
页码:722 / 738
页数:17
相关论文
共 50 条