Work

Universal Adaptive Estimations and Confidence Intervals in the Nonparametric Statistics

Year: 2004

Type: preprint

Abstract: The paper considers so-called adaptive estimations of regression, distribution density and spectral density of a Gaussian stationary sequence, asymptotically optimal in order at a growing number of observation on any regular subspace compactly embedded in space $L_2$, and confidence intervals, also adaptive, are constructed on their basis for the estimated functions in an integral norm.

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.math/0406535

Authors: Ostrovsky, Eugene, Sirota, Leonid

Language: English

Topic: Statistical Methods and Inference

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

OpenAlex ID: W1586773804

Cites: 14

Cited by:

Related to: 10