Minimax estimation of linear and quadratic functionals on sparsity classes
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Publication:2012921
DOI10.1214/15-AOS1432zbMath1368.62191arXiv1502.00665MaRDI QIDQ2012921
Olivier Collier, Alexandre B. Tsybakov, Laetitia Comminges
Publication date: 3 August 2017
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1502.00665
linear functionalthresholdingquadratic functionalsparsityunknown noise variancenonasymptotic minimax estimation
Linear regression; mixed models (62J05) Nonparametric estimation (62G05) Minimax procedures in statistical decision theory (62C20)
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