On adaptive estimation of nonlinear functionals

DOI10.1016/0167-7152(94)90069-8zbMath0791.62041MaRDI QIDQ1324590

Sam Efromovich

Publication date: 24 May 1994

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

Full work available at URL: https://doi.org/10.1016/0167-7152(94)90069-8

zbMATH Keywords

adaptive estimator; asymptotically efficient estimates of a nonlinear functional; example of filtering; optimal nonadaptive rates for risk convergence; prior information about the smoothness

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62G07: Density estimation

62G20: Asymptotic properties of nonparametric inference

62G35: Nonparametric robustness

62C05: General considerations in statistical decision theory

Related Items

Sharp adaptive estimation of quadratic functionals, On optimal adaptive estimation of a quadratic functional, Testing the suitability of polynomial models in errors-in-variables problems

Cites Work

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• On the estimation of quadratic functionals
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• On a Problem of Adaptive Estimation in Gaussian White Noise
• Equivalent Norms for Sobolev Spaces