On adaptive estimation of linear functionals

DOI10.1214/009053605000000633zbMath1086.62031arXivmath/0602299OpenAlexW3101485104MaRDI QIDQ2368856

Mark G. Low

Publication date: 28 April 2006

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

Full work available at URL: https://arxiv.org/abs/math/0602299

zbMATH Keywords

white noise modelbetween-class modulus of continuitycost of adaptationordered modulus of continuity

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Density estimation (62G07) Robustness and adaptive procedures (parametric inference) (62F35) Inference from stochastic processes (62M99) Nonparametric inference (62G99)

Related Items (19)

Nonparametric denoising of signals with unknown local structure. I: Oracle inequalities ⋮ Minimax and adaptive inference in nonparametric function estimation ⋮ Estimating linear functionals of a sparse family of Poisson means ⋮ Optimal adaptive estimation of a quadratic functional ⋮ Asymptotically efficient estimation of smooth functionals of covariance operators ⋮ Adaptive estimation of linear functionals in the convolution model and applications ⋮ Unnamed Item ⋮ Theory of adaptive estimation ⋮ Adaptive estimation of linear functionals by model selection ⋮ Optimal adaptive estimation of linear functionals under sparsity ⋮ Adaptive estimation of linear functionals under different performance measures ⋮ Efficient estimation of smooth functionals in Gaussian shift models ⋮ Estimation of smooth functionals in normal models: bias reduction and asymptotic efficiency ⋮ Multidimensional linear functional estimation in sparse Gaussian models and robust estimation of the mean ⋮ Density estimation with contamination: minimax rates and theory of adaptation ⋮ Estimation of smooth functionals in high-dimensional models: bootstrap chains and Gaussian approximation ⋮ Adaptation under probabilistic error for estimating linear functionals ⋮ Aggregating estimates by convex optimization ⋮ Adaptive estimation over anisotropic functional classes via oracle approach

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