Bernoulli

  • Bernoulli
  • Volume 10, Number 5 (2004), 873-888.

Asymptotically exact minimax estimation in sup-norm for anisotropic Hölder classes

Karine Bertin

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Abstract

We consider the Gaussian white noise model and study the estimation of a function f in the uniform norm assuming that f belongs to a Hölder anisotropic class. We give the minimax rate of convergence over this class and determine the minimax exact constant and an asymptotically exact estimator.

Article information

Source
Bernoulli, Volume 10, Number 5 (2004), 873-888.

Dates
First available in Project Euclid: 4 November 2004

Permanent link to this document
https://projecteuclid.org/euclid.bj/1099579160

Digital Object Identifier
doi:10.3150/bj/1099579160

Mathematical Reviews number (MathSciNet)
MR2093615

Zentralblatt MATH identifier
1103.62078

Keywords
anisotropic Hölder class minimax exact constant uniform norm white noise model

Citation

Bertin, Karine. Asymptotically exact minimax estimation in sup-norm for anisotropic Hölder classes. Bernoulli 10 (2004), no. 5, 873--888. doi:10.3150/bj/1099579160. https://projecteuclid.org/euclid.bj/1099579160


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