Modulation of estimators and confidence sets.
DOI10.1214/AOS/1024691359zbMATH Open1073.62538OpenAlexW2036767512MaRDI QIDQ1807150FDOQ1807150
Authors: Rudolf Beran, Lutz Dümbgen 
Publication date: 9 November 1999
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1024691359
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Statistical aspects of information-theoretic topics (62B10) Parametric tolerance and confidence regions (62F25) Estimation in multivariate analysis (62H12)
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Cited In (32)
- Clustering confidence sets
- Keeping statistics alive in documents
- Semiparametric regression during 2003--2007
- Minimax and adaptive inference in nonparametric function estimation
- Structural shrinkage of nonparametric spectral estimators for multivariate time series
- Adaptive confidence bands
- Adaptive confidence balls
- Confidence bands in density estimation
- Confidence balls in Gaussian regression.
- Evaluation and selection of models for out-of-sample prediction when the sample size is small relative to the complexity of the data-generating process
- Hypercube estimators: penalized least squares, submodel selection, and numerical stability
- Confidence sets in sparse regression
- Adaptation over parametric families of symmetric linear estimators
- Multiple penalty regression: fitting and extrapolating a discrete incomplete multi-way layout
- Statistical inference for the optimal approximating model
- Hybid shrinkage estimators using penalty bases for the ordinal one-way layout
- Conditional predictive inference post model selection
- Estimating and clustering curves in the presence of heteroscedastic errors
- Nonparametric estimation of trend in directional data
- Nonparametric inference for the cosmic microwave background
- Model averaging: a shrinkage perspective
- Adaptive and efficient estimation in the Gaussian sequence model
- An adaptation theory for nonparametric confidence intervals
- Honest Confidence Sets for High-Dimensional Regression by Projection and Shrinkage
- Shrinkage estimation in the frequency domain of multivariate time series
- Minimax estimation with thresholding and its application to wavelet analysis
- Adaptive inference for the mean of a Gaussian process in functional data
- Confidence sets for nonparametric wavelet regression
- Adaptive nonparametric confidence sets
- ASP fits to multi-way layouts
- A Comparative Simulation Study of Wavelet Shrinkage Estimators for Poisson Counts
- The impact of the bootstrap on statistical algorithms and theory
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