Statistical Estimation and Optimal Recovery
نویسندگان
چکیده
منابع مشابه
Statistical Estimation and Optimal Recovery
New formulas are given for the minimax linear risk in estimating a linear functional of an unknown object from indirect data contaminated with random Gaussian noise. The formulas cover a variety of loss functions, and do not require the symmetry of the convex a priori class. It is shown that affine minimax rules are within a few percent of minimax even among nonlinear rules, for a variety of lo...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1994
ISSN: 0090-5364
DOI: 10.1214/aos/1176325367