Adaptive estimation of a quadratic functional by model selection.

DOI10.1214/AOS/1015957395zbMATH Open1105.62328OpenAlexW1560153690MaRDI QIDQ1848826FDOQ1848826

Authors: Yanyan Li 

Publication date: 14 November 2002

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

Full work available at URL: https://doi.org/10.1214/aos/1015957395

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Mathematics Subject Classification ID

Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Applications of functional analysis in probability theory and statistics (46N30)

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• Tuning-free heterogeneous inference in massive networks
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• Empirical Bayesian test of the smoothness
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• An improved global risk bound in concave regression
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• Two are better than one: fundamental parameters of frame coherence
• Eigenvectors of random matrices: A survey
• Tight conditions for consistency of variable selection in the context of high dimensionality
• Adaptive covariance matrix estimation through block thresholding
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• Adaptive and efficient estimation in the Gaussian sequence model
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