Asymptotically Minimax Adaptive Estimation. II. Schemes without Optimal Adaptation: Adaptive Estimators

descriptionPublicationkeyboard_double_arrow_right Article 01 Jan 1993 English Publisher:Society for Industrial & Applied Mathematics (SIAM)Journal:Theory of Probability & Its Applications, volume 37, pages 433-448 (issn: 0040-585X, eissn: 1095-7219,

Copyright policy )

Authors: Lepskij, O. V.;

doi: 10.1137/1137095

Asymptotically Minimax Adaptive Estimation. II. Schemes without Optimal Adaptation: Adaptive Estimators

- Summary
- Subjects
- Metrics

Abstract

See the review in Zbl 0761.62115; and for part I see ibid. 36, No. 4, 645-659 (1991; Zbl 0738.62045).

Keywords

lower limits of risks, Point estimation, adaptive minimax estimates, sufficient conditions for nonexistence of optimal adaptive estimates, Non-Markovian processes: estimation, Gaussian white noise, Asymptotic properties of parametric estimators, minimax orders of accuracy

Impact byBIP!

	selected citations These citations are derived from selected sources. This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).	35
	popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.	Top 10%
	influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).	Top 10%
	impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.	Average