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February 1998 Simultaneous sharp estimation of functions and their derivatives
Sam Efromovich
Ann. Statist. 26(1): 273-278 (February 1998). DOI: 10.1214/aos/1030563985

Abstract

A data-driven estimate is given that, over a Sobolev space, is simultaneously asymptotically sharp minimax for estimating both the function and its derivatives under integrated squared error loss. It is also shown that linear estimates cannot be simultaneously asymptotically sharp minimax over a given Sobolev space.

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Sam Efromovich. "Simultaneous sharp estimation of functions and their derivatives." Ann. Statist. 26 (1) 273 - 278, February 1998. https://doi.org/10.1214/aos/1030563985

Information

Published: February 1998
First available in Project Euclid: 28 August 2002

zbMATH: 0930.62035
MathSciNet: MR1611776
Digital Object Identifier: 10.1214/aos/1030563985

Subjects:
Primary: 62C05
Secondary: 62E20, 62G05, 62J02, 62M99

Rights: Copyright © 1998 Institute of Mathematical Statistics

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Vol.26 • No. 1 • February 1998
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