Geodesic
On minimax nonparametric estimation on maxisets
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 26, Tome 466 (2017), pp. 120-133 Cet article a éte moissonné depuis la source Math-Net.Ru

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For the problem of nonparametric estimation of signal in Gaussian noise we point out the strong asymptotically minimax estimators on maxisets for linear estimators. It turns out that the order of rates of convergence of Pinsker estimator on this maxisets is worse than the order of rates of convergence for the class of linear estimators considered on this maxisets. We show that balls in Sobolev spaces are maxisets for Pinsker estimators. 
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     author = {M. S. Ermakov},
     title = {On minimax nonparametric estimation on maxisets},
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     url = {http://geodesic.mathdoc.fr/item/ZNSL_2017_466_a8/}
}
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M. S. Ermakov. On minimax nonparametric estimation on maxisets. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 26, Tome 466 (2017), pp. 120-133. http://geodesic.mathdoc.fr/item/ZNSL_2017_466_a8/

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