Adaptive minimax estimation of a fractional derivative
نویسندگان
چکیده
منابع مشابه
Adaptive minimax estimation of a fractional derivative
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. r 2006 Elsevier B.V. All rights reserved.
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ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2006
ISSN: 0167-7152
DOI: 10.1016/j.spl.2006.03.002