A generalization of Chentsov's projection estimates
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 19, Tome 412 (2013), pp. 181-206
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In 1962, N. N. Chentsov suggested the following method of estimation a functional parameter $\theta$ belonging to a Hilbert space $H$. He suggested to project $\theta$ on finite-dimensional subspaces of $H$ and consider as estimates of $\theta$ estimates of these projections. In this paper, we suggest to consider the projections on all reproducing kernel subspaces of $H$.
@article{ZNSL_2013_412_a8,
author = {I. A. Ibragimov},
title = {A generalization of {Chentsov's} projection estimates},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {181--206},
publisher = {mathdoc},
volume = {412},
year = {2013},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2013_412_a8/}
}
I. A. Ibragimov. A generalization of Chentsov's projection estimates. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 19, Tome 412 (2013), pp. 181-206. http://geodesic.mathdoc.fr/item/ZNSL_2013_412_a8/