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Journal of Mathematical Sciences

, Volume 244, Issue 5, pp 779–788 | Cite as

Minimax Nonparametric Estimation on Maxisets

  • M. ErmakovEmail author
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We study nonparametric estimation of a signal in Gaussian white noise on maxisets. We point out minimax estimators in the class of all linear estimators and strong asymptotically minimax estimators in the class of all estimators. We show that balls in Sobolev spaces are maxisets for the Pinsker estimators.

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© Springer Science+Business Media, LLC, part of Springer Nature 2020

Authors and Affiliations

  1. 1.Institute of Problems of Mechanical Engineering of RASSt.Petersburg State UniversitySt.PetersburgRussia

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