Remarks on extremal problems in nonparametric curve estimation

Sergei L. Leonov

Statistics & Probability Letters, 1999, vol. 43, issue 2, 169-178

Abstract: We discuss optimization problems which arise in various nonparametric statistical settings with Hölder function classes. We establish a new property of the solution of an optimal recovery problem which leads to exact constants in the formulas for asymptotic minimax risks.

Keywords: Minimax; risk; Exact; constants; Holder; function; class; Optimal; recovery (search for similar items in EconPapers)
Date: 1999
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