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Klemelä, Jussi
Year of Publication: 
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Discussion Papers, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes 1998,21
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).
asymptotic minimax risk
spherical data
uniform norm
white noise model
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Working Paper

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