On optimal adaptive estimation of a quadratic functional

DOI10.1214/aos/1032526959zbMath0865.62024OpenAlexW4242426022MaRDI QIDQ1816975

Sam Efromovich, Mark G. Low

Publication date: 14 July 1997

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1032526959

zbMATH Keywords

filteringlower boundadaptive estimationfunctional estimationminimax mean-squared error estimatesoptimal risk convergencequadratic functionals of smooth functions

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes (62M99)

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• On Bickel and Ritov's conjecture about adaptive estimation of the integral of the square of density derivative
• Estimation Problems for Coefficients of Stochastic Partial Differential Equations. Part II
• Some Problems on Nonparametric Estimation in Gaussian White Noise
• Minimax Testing of Nonparametric Hypotheses on a Distribution Density in the $L_p$ Metrics

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