How to improve the accuracy of estimation.

zbMath1033.62032MaRDI QIDQ1856537

O. V. Lepskij

Publication date: 10 February 2003

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

hypothesis testingadaptive estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Minimax procedures in statistical decision theory (62C20)

Related Items (9)

Confidence balls in Gaussian regression. ⋮ Some nonasymptotic results on resampling in high dimension. I: Confidence regions ⋮ Adaptive confidence sets in \(L^2\) ⋮ Test d'indépendance nonparametrique. (Asymptotically minimax testing of the hypothesis of independence) ⋮ Nonparametric hypothesis testing with small type I or type II error probabilities ⋮ Adaptive minimax test of independence ⋮ Improvement in the accuracy of multidimensional probability density estimate by pre-testing. ⋮ Random rates in anisotropic regression. (With discussion) ⋮ On nonparametric tests of positivity/monotonicity/convexity

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