Asymptotic minimax risk in the uniform norm for the white noise model on the sphere

Estimation of the signal function defined on the unit sphere of the Euclidean space is considered. Gaussian continuous time white noise model is supposed. Uniform norm is chosen as a loss function and exact asymptotic minimax risk is derived extending the result of Korostelev (1993. The exact asymptotic minimax risk is given also for the L2-loss applying the result of Pinsker (1982).

MoreLess

Year of publication:	1998
Authors:	Klemelä, Jussi
Publisher:	Berlin : Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
Subject:	asymptotic minimax risk \| spherical data \| uniform norm \| white noise model

freely available

Full text |

More access options

Check Google Scholar

In German libraries (KVK)

I need help

More details

Series:	SFB 373 Discussion Paper ; 1998,21
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	722005342 [GVK] hdl:10419/61271 [Handle] RePEc:zbw:sfb373:199821 [RePEc]
Source:	EconStor

Persistent link: https://www.econbiz.de/10010309883