Adaptive estimates of linear functionals

DOI10.1007/BF01192517zbMath0796.62037OpenAlexW2047008026MaRDI QIDQ1326282

Mark G. Low, Sam Efromovich

Publication date: 11 October 1994

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01192517

zbMATH Keywords

Hilbert spacemodulus of continuitylower boundswhite noise modeladaptive estimatesestimates of linear functionalsindependent Gaussian errorssequence of quasi- optimal estimatorsspace of square summable sequences

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) General nonlinear regression (62J02) Inference from stochastic processes (62M99) General considerations in statistical decision theory (62C05)

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Cites Work

• Learning algorithm for nonparametric filtering
• Optimal filtering of square-integrable signals in Gaussian noise
• Geometrizing rates of convergence. III
• Bias-variance tradeoffs in functional estimation problems
• Adapting to Unknown Smoothness via Wavelet Shrinkage
• Asymptotically Minimax Adaptive Estimation. I: Upper Bounds. Optimally Adaptive Estimates
• On Nonparametric Estimation of the Value of a Linear Functional in Gaussian White Noise
• On a Problem of Adaptive Estimation in Gaussian White Noise

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