Adaptive estimation of linear functionals by model selection
From MaRDI portal
Publication:1951783
DOI10.1214/07-EJS127zbMath1320.62074arXiv0710.1688OpenAlexW3099200907MaRDI QIDQ1951783
Carenne Ludeña, Béatrice Laurent, Clémentine Prieur
Publication date: 24 May 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0710.1688
model selectionlinear functionalsadaptive estimationnonparametric regressionoracle inequalitieswhite noise modelpointwise adaptive estimation
Nonparametric regression and quantile regression (62G08) Nonparametric estimation (62G05) White noise theory (60H40)
Related Items
Adaptive deconvolution of linear functionals on the nonnegative real line ⋮ Minimal penalty for Goldenshluger-Lepski method ⋮ Estimating linear functionals of a sparse family of Poisson means ⋮ Adaptive estimation of linear functionals in the convolution model and applications ⋮ Adaptive estimation of linear functionals in functional linear models ⋮ Linear functional estimation under multiplicative measurement error ⋮ Adaptive nonparametric estimation for Lévy processes observed at low frequency ⋮ Estimation of the density of regression errors by pointwise model selection ⋮ Unnamed Item ⋮ Optimal adaptive estimation of linear functionals under sparsity ⋮ Multidimensional linear functional estimation in sparse Gaussian models and robust estimation of the mean ⋮ On adaptive estimation of linear functionals from observations against white noise
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- An oracle approach to adaptive estimation of linear functionals in a Gaussian model
- Geometrizing rates of convergence. II
- Risk bounds for model selection via penalization
- Statistical estimation and optimal recovery
- A constrained risk inequality with applications to nonparametric functional estimation
- Optimal spatial adaptation to inhomogeneous smoothness: An approach based on kernel estimates with variable bandwidth selectors
- Optimal pointwise adaptive methods in nonparametric estimation
- Wavelets, approximation, and statistical applications
- A note on nonparametric estimation of linear functionals.
- Model selection for regression on a fixed design
- Adaptive estimation of linear functionals under different performance measures
- Adaptive estimation of a quadratic functional by model selection.
- Sharp adaptive estimation of linear functionals.
- Minimax estimation of linear functionals over nonconvex parameter spaces.
- On adaptive estimation of linear functionals
- Asymptotically Minimax Adaptive Estimation. I: Upper Bounds. Optimally Adaptive Estimates
- Model selection for regression on a random design
- Asymptotically Minimax Adaptive Estimation. II. Schemes without Optimal Adaptation: Adaptive Estimators
- An alternative point of view on Lepski's method
- Gaussian model selection