Bias-variance tradeoffs in functional estimation problems
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Publication:1906188
DOI10.1214/aos/1176324624zbMath0838.62006MaRDI QIDQ1906188
Publication date: 4 June 1996
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176324624
modulus of continuity; linear functional; constraint; minimax risk; Cramer-Rao inequality; white noise model; bias-variance tradeoff; affine estimators; infinite-dimensional Gaussian problems
62G07: Density estimation
62C20: Minimax procedures in statistical decision theory
62M99: Inference from stochastic processes
62C05: General considerations in statistical decision theory
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