Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/61271
Authors: 
Klemelä, Jussi
Year of Publication: 
1998
Series/Report no.: 
Discussion Papers, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes 1998,21
Abstract: 
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).
Subjects: 
asymptotic minimax risk
spherical data
uniform norm
white noise model
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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