On adaptive estimation of linear functionals
From MaRDI portal
Abstract: Adaptive estimation of linear functionals over a collection of parameter spaces is considered. A between-class modulus of continuity, a geometric quantity, is shown to be instrumental in characterizing the degree of adaptability over two parameter spaces in the same way that the usual modulus of continuity captures the minimax difficulty of estimation over a single parameter space. A general construction of optimally adaptive estimators based on an ordered modulus of continuity is given. The results are complemented by several illustrative examples.
Recommendations
Cites work
- scientific article; zbMATH DE number 3844864 (Why is no real title available?)
- scientific article; zbMATH DE number 4197203 (Why is no real title available?)
- A constrained risk inequality with applications to nonparametric functional estimation
- A note on nonparametric estimation of linear functionals.
- Adaptive estimates of linear functionals
- Adaptive minimax estimation of infinitely differentiable functions.
- An adaptation theory for nonparametric confidence intervals
- Asymptotic equivalence of density estimation and Gaussian white noise
- Asymptotic equivalence of nonparametric regression and white noise
- Density Estimation for the Case of Supersmooth Measurement Error
- Equivalence theory for density estimation, Poisson processes and Gaussian white noise with drift
- Estimating monotone functions
- Geometrizing rates of convergence. III
- Minimax estimation of linear functionals over nonconvex parameter spaces.
- On inverse problems with unknown operators
- On sharp adaptive estimation of multivariate curves
- Renormalization and white noise approximation for nonparametric functional estimation problems
- Robust and efficient recovery of a signal passed through a filter and then contaminated by non-Gaussian noise
- Sharp adaptive estimation of linear functionals.
- Statistical estimation and optimal recovery
Cited in
(35)- Minimax and adaptive inference in nonparametric function estimation
- Adaptive nonparametric estimation of smooth multivariate functions.
- On admissible estimation for parametric functions in linear models
- Adaptive estimation of linear functionals in the convolution model and applications
- Optimal adaptive estimation of a quadratic functional
- scientific article; zbMATH DE number 7370616 (Why is no real title available?)
- Adaptive estimation of integrated functionals
- Another look at adaptation on the average
- Optimal adaptive estimation of linear functionals under sparsity
- Adaptive functional linear regression via functional principal component analysis and block thresholding
- Nonparametric denoising of signals with unknown local structure. I: Oracle inequalities
- On optimal adaptive estimation of a quadratic functional
- Adaptive estimation over anisotropic functional classes via oracle approach
- Efficient estimation of smooth functionals in Gaussian shift models
- Estimating linear functionals of a sparse family of Poisson means
- Asymptotically efficient estimation of smooth functionals of covariance operators
- Quantization with adaptation -- estimation of Gaussian linear models
- Theory of adaptive estimation
- Estimation of smooth functionals in normal models: bias reduction and asymptotic efficiency
- Minimax rate adaptive estimation over continuous hyper-parameters
- A note on nonparametric estimation of linear functionals.
- Multidimensional linear functional estimation in sparse Gaussian models and robust estimation of the mean
- scientific article; zbMATH DE number 4030753 (Why is no real title available?)
- Minimax estimation of linear functionals over nonconvex parameter spaces.
- Adaptive functional linear regression
- On adaptive estimation of linear functionals from observations against white noise
- Adaptive estimation of linear functionals under different performance measures
- Adaptive estimation of linear functionals by model selection
- On information pooling, adaptability and superefficiency in nonparametric function estimation
- Density estimation with contamination: minimax rates and theory of adaptation
- Adaptation under probabilistic error for estimating linear functionals
- On adaptive estimators in statistical learning theory
- Sharp adaptive estimation of linear functionals.
- Aggregating estimates by convex optimization
- Estimation of smooth functionals in high-dimensional models: bootstrap chains and Gaussian approximation
This page was built for publication: On adaptive estimation of linear functionals
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2368856)
