Adaptive minimax estimation of a fractional derivative
Farida Enikeeva
Statistics & Probability Letters, 2006, vol. 76, issue 14, 1441-1448
Abstract:
This paper considers a problem of adaptation in estimating a fractional antiderivative of an unknown drift density from observations in Gaussian white noise. This problem is closely related to the Wicksell problem. Under the assumption that the drift density belongs to a Sobolev class with unknown smoothness, an adaptive estimator is constructed.
Keywords: Adaptive; estimation; Oracle; inequality; White; noise; model; The; Wicksell; problem (search for similar items in EconPapers)
Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:76:y:2006:i:14:p:1441-1448
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