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2006-01-27Buch DOI: 10.18452/3720
Asymptotic Minimax Risk in the Uniform Norm for the White Noise Model on the Sphere
dc.contributor.authorKlemelä, Jussi
dc.date.accessioned2017-06-15T21:54:31Z
dc.date.available2017-06-15T21:54:31Z
dc.date.created2006-01-27
dc.date.issued2006-01-27
dc.identifier.issn1436-1086
dc.identifier.urihttp://edoc.hu-berlin.de/18452/4372
dc.description.abstractEstimation of the signal function defined on the unit sphere of the Euclidean space is considered. Gaussian continuous time white noise model is supposed. Uniform norm is chosen as a loss function and exact asymptotic minimax risk is derived extending the result of Korostelev (1993. The exact asymptotic minimax risk is given also for the L2-loss applying the result of Pinsker (1982).eng
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
dc.subjectasymptotic minimax riskeng
dc.subjectspherical dataeng
dc.subjectuniform normeng
dc.subjectwhite noise modeleng
dc.subject.ddc330 Wirtschaft
dc.titleAsymptotic Minimax Risk in the Uniform Norm for the White Noise Model on the Sphere
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10056691
dc.identifier.doihttp://dx.doi.org/10.18452/3720
dc.subject.dnb17 Wirtschaft
local.edoc.container-titleSonderforschungsbereich 373: Quantification and Simulation of Economic Processes
local.edoc.pages11
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume1998
local.edoc.container-issue21
local.edoc.container-year1998
local.edoc.container-erstkatid2135319-0

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