Asymptotically minimax adaptive estimation. I: Upper bounds. Optimally adaptive estimates. (English. Russian original) Zbl 0776.62039
Theory Probab. Appl. 36, No. 4, 682-697 (1991); translation from Teor. Veroyatn. Primen. 36, No. 4, 645-659 (1991).
See the review in Zbl 0738.62045.
MSC:
62G07 | Density estimation |
93E10 | Estimation and detection in stochastic control theory |
60G15 | Gaussian processes |