|
Problemy Peredachi Informatsii, 1997, Volume 33, Issue 1, Pages 94–106
(Mi ppi363)
|
|
|
|
This article is cited in 2 scientific papers (total in 2 papers)
Methods of Signal Processing
Asymptotically Efficient Signal Estimation in $L_2$ under General Loss Functions
A. B. Tsybakov
Abstract:
The problem of nonparametric signal estimation in Gaussian white noise is considered. Asymptotics of the minimax $L_2$-risk on ellipsoids is obtained under nonquadratic loss functions.
Received: 08.08.1995
Citation:
A. B. Tsybakov, “Asymptotically Efficient Signal Estimation in $L_2$ under General Loss Functions”, Probl. Peredachi Inf., 33:1 (1997), 94–106; Problems Inform. Transmission, 33:1 (1997), 78–88
Linking options:
https://www.mathnet.ru/eng/ppi363 https://www.mathnet.ru/eng/ppi/v33/i1/p94
|
|