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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
Published in: journal Journal of Nonparametric Statistics, Volume 13, Issue 5 2001 , pages 647 - 666
Formats available: PDF (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.
Keywords: Blurred signal; Exact asymptotics of the minimax risk; Hyperrectangle
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