Minimax Weights in a Trend Detection Problem of a Random Process

Previous article Next article Minimax Weights in a Trend Detection Problem of a Random ProcessI. L. Legostaeva and A. N. ShiryaevI. L. Legostaeva and A. N. Shiryaevhttps://doi.org/10.1137/1116031PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] V. I. Arkin, An infinite-dimensional analog of non-convex programming problems, Kibernetika (Kiev), 1967 (1967), 87–93, (In Russian.) MR0275884 Google Scholar Previous article Next article FiguresRelatedReferencesCited byDetails Simple and honest confidence intervals in nonparametric regression1 January 2020 | Quantitative Economics, Vol. 11, No. 1 Cross Ref Optimized Regression Discontinuity DesignsThe Review of Economics and Statistics, Vol. 101, No. 2 Cross Ref Minimax linear estimation at a boundary pointJournal of Multivariate Analysis, Vol. 165 Cross Ref To the Problem of Adaptive Guaranteed EstimationIFAC-PapersOnLine, Vol. 51, No. 32 Cross Ref Simple and Honest Confidence Intervals in Nonparametric RegressionSSRN Electronic Journal Cross Ref Simple and Honest Confidence Intervals in Nonparametric RegressionSSRN Electronic Journal Cross Ref Minimax Linear Estimation at a Boundary PointSSRN Electronic Journal Cross Ref Simple and Honest Confidence Intervals in Nonparametric RegressionSSRN Electronic Journal Cross Ref Simple and Honest Confidence Intervals in Nonparametric RegressionSSRN Electronic Journal Cross Ref Non Asymptotic Minimax Estimation of Functionals with Noisy Observations3 February 2012 | Communications in Statistics - Simulation and Computation, Vol. 41, No. 6 Cross Ref Nonlinear system identification via direct weight optimizationAutomatica, Vol. 41, No. 3 Cross Ref A New Approach to the Stochastic Recovery Problem25 July 2006 | Theory of Probability & Its Applications, Vol. 49, No. 1AbstractPDF (170 KB)A GENERAL DIRECT WEIGHT OPTIMIZATION FRAMEWORK FOR NONLINEAR SYSTEM IDENTIFICATIONIFAC Proceedings Volumes, Vol. 38, No. 1 Cross Ref Sharp Adaptive Estimation of Linear FunctionalsThe Annals of Statistics, Vol. 29, No. 6 Cross Ref Remarks on extremal problems in nonparametric curve estimationStatistics & Probability Letters, Vol. 43, No. 2 Cross Ref Some algorithms of realistic statisticsJournal of Mathematical Sciences, Vol. 75, No. 2 Cross Ref An Asymptotically Minimax Regression Estimator in the Uniform Norm up to Exact Constant17 July 2006 | Theory of Probability & Its Applications, Vol. 38, No. 4AbstractPDF (591 KB)Minimax estimation and the least squares method4 April 2007 | Stochastics and Stochastic Reports, Vol. 42, No. 3-4 Cross Ref Relative efficiencies of model robust estimators in two-dimensional situationsJournal of Statistical Planning and Inference, Vol. 28, No. 3 Cross Ref Minimax Bayes Estimation, Penalized Likelihood Methods, and Restricted Minimax Estimation Cross Ref Recursive Nonparametric Estimation by Observing a Trajectory of a Process with Independent Increments17 July 2006 | Theory of Probability & Its Applications, Vol. 33, No. 3AbstractPDF (462 KB)Minimax Estimates in a Semiparametric ModelJournal of the American Statistical Association, Vol. 83, No. 404 Cross Ref Robust design in a two treatment comparison in the presence of a covariateJournal of Statistical Planning and Inference, Vol. 16 Cross Ref On Nonparametric Estimation of the Value of a Linear Functional in Gaussian White Noise17 July 2006 | Theory of Probability & Its Applications, Vol. 29, No. 1AbstractPDF (1100 KB)On Detection of the Deterministic Component of a Random Field28 July 2006 | Theory of Probability & Its Applications, Vol. 19, No. 3AbstractPDF (899 KB) Volume 16, Issue 2| 1971Theory of Probability & Its Applications History Submitted:06 July 1970Published online:17 July 2006 InformationCopyright © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1116031Article page range:pp. 344-349ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics