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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2013 Volume 412, Pages 181–206 (Mi znsl5648)

A generalization of Chentsov's projection estimates

I. A. Ibragimovab

a St. Petersburg Department of Steklov Mathematical Institute, St. Petersburg, Russia
b St. Petersburg State University, St. Petersburg, Russia

Abstract: In 1962, N. N. Chentsov suggested the following method of estimation a functional parameter $\theta$ belonging to a Hilbert space $H$. He suggested to project $\theta$ on finite-dimensional subspaces of $H$ and consider as estimates of $\theta$ estimates of these projections. In this paper, we suggest to consider the projections on all reproducing kernel subspaces of $H$.

Key words and phrases: Chentsov's projection estimates, non-parametric estimation theory, kernel estimates, reproducing kernels.

UDC: 519.2

Received: 23.04.2013


 English version:
Journal of Mathematical Sciences (New York), 2015, 204:1, 116–133

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