Abstract
The idea of smoothing-spline interpolation is generalized to propose an estimator for the mean function of a stochastic process. A minimax property of the proposed estimator is then demonstrated under the usual squared loss function.
Citation
Ker-Chau Li. "Minimaxity of the Method of Regularization of Stochastic Processes." Ann. Statist. 10 (3) 937 - 942, September, 1982. https://doi.org/10.1214/aos/1176345883
Information
