Article ID Journal Published Year Pages File Type
1154304 Statistics & Probability Letters 2006 8 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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