Geodesic
Minimax and Bayes estimation in deconvolution problem
ESAIM: Probability and Statistics, Tome 12 (2008), pp. 327-344

Voir la notice de l'article provenant de la source Numdam

MR

We consider a deconvolution problem of estimating a signal blurred with a random noise. The noise is assumed to be a stationary gaussian process multiplied by a weight function function ϵh where h∈L 2 (R 1 ) and ϵ is a small parameter. The underlying solution is assumed to be infinitely differentiable. For this model we find asymptotically minimax and Bayes estimators. In the case of solutions having finite number of derivatives similar results were obtained in [G.K. Golubev and R.Z. Khasminskii, IMS Lecture Notes Monograph Series 36 (2001) 419-433].

DOI : 10.1051/ps:2007038
Classification : 62G05, 65R30, 65R32
Keywords: deconvolution, minimax estimation, Bayes estimation, Wiener filtration 
Ermakov, Mikhail. Minimax and Bayes estimation in deconvolution problem. ESAIM: Probability and Statistics, Tome 12 (2008), pp. 327-344. doi: 10.1051/ps:2007038
@article{PS_2008__12__327_0,
     author = {Ermakov, Mikhail},
     title = {Minimax and {Bayes} estimation in deconvolution problem},
     journal = {ESAIM: Probability and Statistics},
     pages = {327--344},
     year = {2008},
     publisher = {EDP-Sciences},
     volume = {12},
     doi = {10.1051/ps:2007038},
     mrnumber = {2404034},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.1051/ps:2007038/}
}
TY  - JOUR
AU  - Ermakov, Mikhail
TI  - Minimax and Bayes estimation in deconvolution problem
JO  - ESAIM: Probability and Statistics
PY  - 2008
SP  - 327
EP  - 344
VL  - 12
PB  - EDP-Sciences
UR  - http://geodesic.mathdoc.fr/articles/10.1051/ps:2007038/
DO  - 10.1051/ps:2007038
LA  - en
ID  - PS_2008__12__327_0
ER  - 
%0 Journal Article
%A Ermakov, Mikhail
%T Minimax and Bayes estimation in deconvolution problem
%J ESAIM: Probability and Statistics
%D 2008
%P 327-344
%V 12
%I EDP-Sciences
%U http://geodesic.mathdoc.fr/articles/10.1051/ps:2007038/
%R 10.1051/ps:2007038
%G en
%F PS_2008__12__327_0

Cité par Sources :