General selection rule from a family of linear estimators

DOI10.1137/S0040585X97985923zbMATH Open1417.62056MaRDI QIDQ2845209FDOQ2845209

Authors: A. V. Goldenshluger, O. V. Lepski 

Publication date: 22 August 2013

Published in: Theory of Probability and its Applications (Search for Journal in Brave)

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zbMATH Keywords

nonparametric estimationoracle inequalitymajorantstatistical experimentlinear estimatorsadaptive minimax estimation

Mathematics Subject Classification ID

Density estimation (62G07) Minimax procedures in statistical decision theory (62C20)

Cited In (17)

• The Goldenshluger-Lepski method for constrained least-squares estimators over RKHSs
• A sup-norm oracle inequality for a partially linear regression model
• Estimator selection: a new method with applications to kernel density estimation
• A new approach to estimator selection
• Minimal penalty for Goldenshluger-Lepski method
• Adaptive estimation of nonparametric geometric graphs
• Adaptive pointwise estimation of conditional density function
• Adaptive estimation over anisotropic functional classes via oracle approach
• Universal pointwise selection rule in multivariate function estimation
• Theory of adaptive estimation
• Multivariate trend filtering for lattice data
• State-by-state minimax adaptive estimation for nonparametric hidden Markov models
• Structural adaptation in the density model
• Adaptive denoising of signals with local shift-invariant structure
• An introduction to nonparametric adaptive estimation
• Deconvolution with unknown noise distribution is possible for multivariate signals
• Adaptive pointwise estimation for pure jump Lévy processes

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