A constrained risk inequality with applications to nonparametric functional estimation

DOI10.1214/aos/1032181166zbMath0867.62023OpenAlexW1972568734MaRDI QIDQ1354455

Mark G. Low, Lawrence D. Brown

Publication date: 3 August 1997

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

Full work available at URL: https://doi.org/10.1214/aos/1032181166

zbMATH Keywords

density estimationnonparametric regressionwhite noise modelnonparametric functional estimationadaptive estimation problemgeneral constrained minimum risk inequalitynormal location problemsuperefficient estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Density estimation (62G07) Non-Markovian processes: estimation (62M09) Robustness and adaptive procedures (parametric inference) (62F35) Inference from stochastic processes (62M99) Nonparametric inference (62G99)

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