Ju n 20 04 UNIVERSAL ADAPTIVE ESTIMATIONS AND CONFIDENCE INTERVALS IN THE NONPARAMETRIC STATISTICS
نویسندگان
چکیده
The paper considers so-called adaptive estimations of regression, distribution density and spectral density of a Gaussian stationary sequence, asymp-totically optimal in order at a growing number of observation on any regular sub-space compactly embedded in space L 2 , and confidence intervals, also adaptive, are constructed on their basis for the estimated functions in an integral norm.
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