On information pooling, adaptability and superefficiency in nonparametric function estimation

DOI10.1016/j.jmva.2006.11.010zbMath1148.62020OpenAlexW2100642293MaRDI QIDQ2476144

Yanyan Li

Publication date: 11 March 2008

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2006.11.010

zbMATH Keywords

waveletsminimaxwhite noiseorthogonal seriesnonparametric regressionsuperefficiencyadaptabilityBayes rulesinformation poolingminimum risk inequalitiesseparable rules

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Nonparametric estimation (62G05) Minimax procedures in statistical decision theory (62C20) Inference from stochastic processes (62M99) Nonparametric inference (62G99)

Related Items

Distributed nonparametric function estimation: optimal rate of convergence and cost of adaptation, Minimax and adaptive inference in nonparametric function estimation, A Bayesian approach to wavelet-based modelling of discontinuous functions applied to inverse problems, Asymptotic performance of projection estimators in standard and hyperbolic wavelet bases, On adaptive posterior concentration rates, A Note on Block-Thresholded Wavelet Estimators with Correlated Noise, Block‐threshold‐adapted Estimators via a Maxiset Approach, General empirical Bayes wavelet methods and exactly adaptive minimax estimation, Pointwise convergence of Fourier regularization for smoothing data, Uncertainty quantification for Bayesian CART, Combining thresholding rules: a new way to improve the performance of wavelet estimators

Uses Software

• EBayesThresh

Cites Work

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