Adaptive and efficient estimation in the Gaussian sequence model

DOI10.1016/J.SPL.2022.109762MaRDI QIDQ6101706zbMATH OpenOpenAlexFDO

Authors Jingfu Peng

Publication date 20 June 2023

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2022.109762

zbMATH Keywords

adaptive estimationGaussian sequence modelmonotone oracleunbiased risk estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20)

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Cites work

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Cited in

(10)

• Mixing least-squares estimators when the variance is unknown
• A note on the approximate admissibility of regularized estimators in the Gaussian sequence model
• Adaptive estimation of the sparsity in the Gaussian vector model
• Penalized blockwise Stein's method, monotone oracles and sharp adaptive estimation
• scientific article; zbMATH DE number 4123114 (Why is no real title available?)
• From multiple Gaussian sequences to functional data and beyond: a Stein estimation approach
• Obtaining the best value for money in adaptive sequential estimation
• Theory of adaptive estimation
• Adaptive filtering of a random signal in Gaussian white noise
• An oracle approach to adaptive estimation of linear functionals in a Gaussian model

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