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PreMoLab Seminar
October 11, 2012 17:00–19:00, Moscow, A. A. Kharkevich Institute for Information Transmission Problems, Russian Academy of Sciences (Bol'shoi Karetnyi per., 19), room 615
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Adaptive nonparametric estimation by selection of estimators
A. V. Gol'denshlyuger |
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This page: | 166 |
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Abstract:
The talk is about methods of adaptive nonparametric estimation based on selection of an estimator from a fixed family of linear estimators. We propose a general selection procedure and show
that this procedure leads to adaptive minimax estimators in a wide variety of estimation settings. In particular, the resulting estimators can adapt both to unknown smoothness and structure of the function to be estimated.
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