Minimax recovery of blurred signal from discrete noisy data
Author:
Eduard Belitser a
| Affiliation: | a Mathematical Institute, Leiden University, Leiden, CA, The Netherlands |
DOI:
10.1080/10485250108832870
Publication Frequency:
8 issues per year
Subjects:
Mathematical Economics;
Mathematical Finance;
Medical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Formats available:
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(English)
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Abstract
The problem of the minimax estimation of a nonparametric signal blurred by some known function and observed with additive noise is considered. The unknown function is assumed to belong to a hyperrectangle in L 2-([0,l]). Under some conditions, we find the exact asymptotic behavior of the quadratic minimax risk. We propose an estimator and show that its maximal risk attains asymptotically the minimax risk. The results are illustrated by examples.
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| Keywords: Blurred signal; Exact asymptotics of the minimax risk; Hyperrectangle |
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