Asymptotic Minimax Risk for the White Noise Model on the Sphere

Jussi Klemela

Scandinavian Journal of Statistics, 1999, vol. 26, issue 3, 465-473

Abstract: Estimation of an unknown function on the unit sphere of the Euclidean space is considered. The function is observed in Gaussian continuous time white noise. Uniform norm is chosen as a loss function and exact asymptotic minimax risk is derived extending the result of Korostelev (1993). The exact asymptotic minimax risk is also given for the L2‐loss, applying the result of Pinsker (1980).

Date: 1999
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