Universal Adaptive Estimations and Confidence Intervals in the Nonparametric Statistics
| dc.creator | Ostrovsky, Eugene | |
| dc.creator | Sirota, Leonid | |
| dc.date | 2004-06-25 | |
| dc.date.accessioned | 2026-07-07T05:09:42Z | |
| dc.date.available | 2026-07-07T05:09:42Z | |
| dc.description | The paper considers so-called adaptive estimations of regression, distribution density and spectral density of a Gaussian stationary sequence, asymptotically optimal in order at a growing number of observation on any regular subspace compactly embedded in space $L_2$, and confidence intervals, also adaptive, are constructed on their basis for the estimated functions in an integral norm. | |
| dc.identifier | https://arxiv.org/abs/math/0406535 | |
| dc.identifier | http://arxiv.org/abs/math/0406535 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/71681 | |
| dc.subject | Probability | |
| dc.subject | Functional Analysis | |
| dc.subject | 14J32 | |
| dc.title | Universal Adaptive Estimations and Confidence Intervals in the Nonparametric Statistics | |
| dc.type | text |