This article is cited in 2 papers

Methods of Signal Processing

Asymptotically Efficient Signal Estimation in $L_2$ under General Loss Functions

A. B. Tsybakov


Abstract: The problem of nonparametric signal estimation in Gaussian white noise is considered. Asymptotics of the minimax $L_2$-risk on ellipsoids is obtained under nonquadratic loss functions.

UDC: 621.391.1:519.2

Received: 08.08.1995

 English version: Problems of Information Transmission, 1997, 33:1, 78–88

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