SU\G(𝔸)/K·U

Asymptotic lower bounds for the risk of estimators of the value of a spectral density function

R. H. Farrell

Type: Article

Publication Date: 1979-01-01

Citations: 12

DOI: https://doi.org/10.1007/bf00534259

Locations

  • Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete - View - PDF

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Works That Cite This (9)

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+ Data-Driven Efficient Estimation of the Spectral Density 1998 Sam Efromovich
+ PDF Chat Approximation dans les espaces m�triques et th�orie de l'estimation 1983 Lucien Birg�
+ Lower Risk Bounds and Properties of Confidence Sets for Ill-Posed Estimation Problems with Applications to Spectral Density and Persistence Estimation, Unit Roots, and Estimation of Long Memory Parameters 2002 Benedikt M. Pötscher
+ Asymptotics of minimax mean-square risk of statistical estimators of spectral density in the space L2 1985 R. Bentkus
+ PDF Chat Asymptotically constant risk estimator of the time-average variance constant 2024 Kin Wai Chan
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+ Spectrum estimation and harmonic analysis 1982 David J. Thomson
+ A Lower Bound for the Risk in Estimating the Value of a Probability Density 1990 Lawrence D. Brown
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+ Rate of uniform convergence of statistical estimators of spectral density in spaces of differentiable functions 1986 R. Bentkus
+ Optimum Rates for Non-Parametric Density and Regression Estimates, Under Order Restrictions 1982 J. Kiefer

Works Cited by This (3)

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+ PDF Chat On the Best Obtainable Asymptotic Rates of Convergence in Estimation of a Density Function at a Point 1972 R. H. Farrell
+ PDF Chat Bounds for Estimation of Density Functions and Their Derivatives 1977 Terry G. Meyer
+ PDF Chat On Fixed or Scaled Radii Confidence Sets: The Fixed Sample Size Case 1977 Terry G. Meyer