Adaptive estimation of linear functionals under different performance measures

DOI10.3150/BJ/1116340298MaRDI QIDQ1781191zbMATH OpenOpenAlexFDO

Authors Mark G. Low, T. Tony Cai

Publication date 23 June 2005

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3150/bj/1116340298

zbMATH Keywords

expected lengthmodulus of continuitycoverage probabilitywhite noise model

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric tolerance and confidence regions (62G15) Minimax procedures in statistical decision theory (62C20)

Recommendations

• An adaptation theory for nonparametric confidence intervals
• Confidence intervals in adaptive estimation.
• Adaptation under probabilistic error for estimating linear functionals
• Adaptive simultaneous confidence intervals in non-parametric estimation
• Adaptive confidence bands

Cites work

• scientific article; zbMATH DE number 4197203 (Why is no real title available?)
• A constrained risk inequality with applications to nonparametric functional estimation
• Adaptation under probabilistic error for estimating linear functionals
• Adaptive estimates of linear functionals
• An adaptation theory for nonparametric confidence intervals
• Estimation of a density function at a point
• Geometrizing rates of convergence. II
• Geometrizing rates of convergence. III
• On adaptive estimation of linear functionals
• On the Best Obtainable Asymptotic Rates of Convergence in Estimation of a Density Function at a Point
• Optimal pointwise adaptive methods in nonparametric estimation
• Statistical estimation and optimal recovery

Cited in

(9)

• Minimax and adaptive inference in nonparametric function estimation
• Adaptive estimation of linear functionals in the convolution model and applications
• Nonparametric denoising of signals with unknown local structure. I: Oracle inequalities
• On adaptive posterior concentration rates
• Adaptive deconvolution of linear functionals on the nonnegative real line
• An adaptation theory for nonparametric confidence intervals
• Adaptive estimation of linear functionals by model selection
• Adaptive nonparametric estimation for Lévy processes observed at low frequency
• Adaptation under probabilistic error for estimating linear functionals

This page was built for publication: Adaptive estimation of linear functionals under different performance measures

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1781191)