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arXiv 2004.12714math.STstat.TH
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循环卷积的Minimax检验与二次函数估计

Minimax testing and quadratic functional estimation for circular convolution

Sandra Schluttenhofer, Jan Johannes

摘要:

在循环卷积模型中,我们的目标是推断的圆形随机变量的密度,使用的观测污染的附加测量误差。我们强调的两个问题的相互作用:最优测试和二次函数估计。在一般的正则性假设下,我们确定了二次泛函的极大极小风险估计的一个上界。上界由两个术语组成,一个模仿经典的偏差-方差权衡,另一个导致二次函数估计中的典型肘效应。利用二次泛函的极小极大最优估计量作为检验统计量,得到了非参数方案非渐近极小极大检验半径的一个上界。有趣的是,在估计情况下引起肘效应的项在测试半径内消失。我们提供了一个匹配的下界的测试问题。通过证明检验问题的任何下界也产生二次函数估计问题的下界,我们得到了估计风险的下界。最后,我们证明了一个匹配的下界的估计问题中的肘效应的原因。考虑索伯列夫空间和普通或超光滑误差密度的结果示出。

英文摘要:

In a circular convolution model, we aim to infer on the density of a circular random variable using observations contaminated by an additive measurement error. We highlight the interplay of the two problems: optimal testing and quadratic functional estimation. Under general regularity assumptions, we determine an upper bound for the minimax risk of estimation for the quadratic functional. The upper bound consists of two terms, one that mimics a classical bias-variance trade-off and a second that causes the typical elbow effect in quadratic functional estimation. Using a minimax optimal estimator of the quadratic functional as a test statistic, we derive an upper bound for the nonasymptotic minimax radius of testing for nonparametric alternatives. Interestingly, the term causing the elbow effect in the estimation case vanishes in the radius of testing. We provide a matching lower bound for the testing problem. By showing that any lower bound for the testing problem also yields a lower bound for the quadratic functional estimation problem, we obtain a lower bound for the risk of estimation. Lastly, we prove a matching lower bound for the term causing the elbow effect in the estimation problem. The results are illustrated considering Sobolev spaces and ordinary or super smooth error densities.

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