کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1148004 | 957814 | 2009 | 17 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Minimax estimation of linear functionals under squared error loss
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
Under a very general setting, we consider the problem of estimating a linear functional of an unknown vector in a Hilbert space from indirect data contaminated by noise. We then discuss two situations in detail: estimating the signal function in the fractional Brownian motion model and the regression model with correlated errors. In the fractional Brownian motion model, we observe the process which is the sum of a fractional Brownian motion with Hurst index between (12,1) and a drift function that is determined by the signal function. In the regression model with correlated errors, we assume that the errors have long memory. For both estimation problems, we obtain the asymptotic rate for the minimax affine risks over certain types of parameter spaces. In each case, we also show that the minimax affine risk is bounded by 1.25 times the minimax risk.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 139, Issue 9, 1 September 2009, Pages 3160-3176
Journal: Journal of Statistical Planning and Inference - Volume 139, Issue 9, 1 September 2009, Pages 3160-3176
نویسندگان
Meng Zhao, K.B. Kulasekera,