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Currently displaying 1 – 2 of 2

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On regular points in Burgers turbulence with stable noise initial data

Christophe Giraud — 2002

Annales de l'I.H.P. Probabilités et statistiques

Estimator selection in the gaussian setting

Yannick Baraud; Christophe Giraud; Sylvie Huet — 2014

Annales de l'I.H.P. Probabilités et statistiques

We consider the problem of estimating the mean $f$ of a Gaussian vector $Y$ with independent components of common unknown variance $σ^{2}$ . Our estimation procedure is based on estimator selection. More precisely, we start with an arbitrary and possibly infinite collection $𝔽$ of estimators of $f$ based on $Y$ and, with the same data $Y$ , aim at selecting an estimator among $𝔽$ with the smallest Euclidean risk. No assumptions on the estimators are made and their dependencies with respect to $Y$ may be unknown. We establish...

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