Asymptotic minimax risk in the uniform norm for the white noise model on the sphere

Estimation 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).

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Year of publication:	1998
Authors:	Klemelä, Jussi
Institutions:	Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
Subject:	asymptotic minimax risk \| spherical data \| uniform norm \| white noise model

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Extent:	application/pdf
Series:	SFB 373 Discussion Papers.
Type of publication:	Book / Working Paper
Notes:	Number 1998,21
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010983731