Adaptation under probabilistic error for estimating linear functionals

DOI10.1016/J.JMVA.2005.03.001MaRDI QIDQ2581519zbMATH OpenOpenAlexFDO

Authors Mark G. Low, T. Tony Cai

Publication date 10 January 2006

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

Full work available at URL https://doi.org/10.1016/j.jmva.2005.03.001

zbMATH Keywords

Adaptive estimationConfidence intervalsGaussian modelsModulus of continuityProbabilistic error

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15) Nonparametric inference (62G99) Inference from stochastic processes (62M99)

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Cites work

• A constrained risk inequality with applications to nonparametric functional estimation
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• Adaptive estimation of linear functionals under different performance measures
• An adaptation theory for nonparametric confidence intervals
• Asymptotic methods in statistical decision theory
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• Estimation of a density function at a point
• Exact Asymptotics of Minimax Bahadur Risk in Lipschitz Regression
• Geometrizing rates of convergence. III
• Minimax estimation of linear functionals over nonconvex parameter spaces.
• Non-asymptotic minimax rates of testing in signal detection
• Nonparametric curve estimation. Methods, theory, and applications
• Nonparametric estimation over shrinking neighborhoods: superefficiency and adaptation
• On a Problem of Adaptive Estimation in Gaussian White Noise
• On adaptive estimation of linear functionals
• On nonparametric confidence intervals
• On the Best Obtainable Asymptotic Rates of Convergence in Estimation of a Density Function at a Point
• Optimal pointwise adaptive methods in nonparametric estimation
• Pointwise and sup-norm sharp adaptive estimation of functions on the Sobolev classes
• Random rates in anisotropic regression. (With discussion)
• Statistical estimation and optimal recovery

Cited in

(14)

• Quantization with adaptation -- estimation of Gaussian linear models
• Another look at adaptation on the average
• Adaptive estimation of linear functionals under different performance measures
• Optimal adaptive estimation of linear functionals under sparsity
• On adaptive estimation of linear functionals
• The method of risk envelope in estimation of linear functionals
• On estimation of linear functional by utilizing a prior guess
• scientific article; zbMATH DE number 28602 (Why is no real title available?)
• Adaptivity and optimality of the monotone least-squares estimator
• Sparsity meets correlation in Gaussian sequence model
• On adaptive estimation of linear functionals from observations against white noise
• An oracle approach to adaptive estimation of linear functionals in a Gaussian model
• On adaptive posterior concentration rates
• Structural adaptation via \(\mathbb L_p\)-norm oracle inequalities

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