Index
B-spline
standard, 153
B-splines, 152
shifted, 155
Ft-measurable event, 65
σ-algebra, 65
absolute loss function, 11
acceptance of null hypothesis, 227
adaptation, 211
adaptive estimator, 211
adaptive risk, 212
additive regression model, 197
anisotropic older class of functions,
209
asymptotically exponential
statistical experiment, 46
asymptotically Fisher
efficient estimator, 22
asymptotically minimax
estimator, 103
lower bound, 23
rate of convergence, 23, 103
estimator, 33
asymptotically sharp minimax
bounds, 23
asymptotically unbiased
estimator, 21
autoregression coefficient, 75
autoregression, see autoregressive
model, 75
coefficient, 75
autoregressive model, 75
balance equation, 108
bandwidth, 105
optimal, 108
basis
complete, 142
orthonormal, 141
trigonometric, 142
Bayes estimator, 13
Bayes risk, 13
bi-square kernel function, 105
bias, 5
bin, 132
bounded loss function, 11
change point, 51
change-point problem, 51
complete basis, 142
composite alternative hypothesis, 228
conjugate family of distributions, 15
conjugate prior distribution, 15
covariance matrix, 90
limiting, 94
Cram´ er-Rao inequality, 7
Cram´ er-Rao lower bound, 7
decision rule, 227
design, 86
regular deterministic, 93
regular random, 95
uniform, 94
design matrix, 87
detection, see on-line detection
problem, 69
243
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