On sharp adaptive estimation of multivariate curves

MaRDI QIDQ1856547zbMATH OpenFDO

Authors Sam Efromovich

Publication date 10 February 2003

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

zbMATH Keywords

operatorseries estimatorssharp-optimalityspectral analysisspherical data

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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Cited in

(28)

• Improvement in the accuracy of multidimensional probability density estimate by pre-testing.
• Sharp adaptive estimation of linear functionals.
• Lower bounds for the asymptotic minimax risk with spherical data
• Density estimation for biased data.
• Sharp template estimation in a shifted curves model
• On adaptive estimation of linear functionals
• Minimax goodness-of-fit testing in multivariate nonparametric regression
• Thomas Bayes' walk on manifolds
• Conditional density estimation in a regression setting
• Sharp adaptation for spherical inverse problems with applications to medical imaging
• Minimax and adaptive inference in nonparametric function estimation
• scientific article; zbMATH DE number 4203478 (Why is no real title available?)
• Sequential Design and Estimation in Heteroscedastic Nonparametric Regression
• Nonparametric regression with the scale depending on auxiliary variable
• Sequential nonparametric estimation of controlled multivariate regression
• On two-stage estimation of the spectral density with assigned risk in presence of missing data
• Adaptive and efficient estimation in the Gaussian sequence model
• Nonparametric regression with responses missing at random and the scale depending on auxiliary covariates
• Nonparametric estimation of the anisotropic probability density of mixed variables
• Nonparametric regression with predictors missing at random and the scale depending on auxiliary covariates
• Nonparametric regression for current status censored response
• Nonparametric regression with responses missing at random
• Asymptotic theory of efficient nonparametric estimation of the ratio of two densities
• Multivariate Bayesian function estimation
• Weyl eigenvalue asymptotics and sharp adaptation on vector bundles
• Adaptive density estimation using the blockwise Stein method
• Oracle inequality for conditional density estimation and an actuarial example
• Nonparametric regression estimation with assigned risk

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