Minimax quadratic estimation of a quadratic functional
From MaRDI portal
Publication:758038
DOI10.1016/0885-064X(90)90025-9zbMath0724.62039MaRDI QIDQ758038
David L. Donoho, Michael Nussbaum
Publication date: 1990
Published in: Journal of Complexity (Search for Journal in Brave)
incomplete dataperiodic functionasymptotically minimax among quadratic estimatesintegrated squared derivativenoisy sample observations
Related Items
Sharp adaptive estimation of quadratic functionals, Obtaining minimax lower bounds: a review, Minimax estimation of norms of a probability density. I: Lower bounds, Estimation of Simultaneous Signals Using Absolute Inner Product with Applications to Integrative Genomics, Estimating linear functionals of a sparse family of Poisson means, Estimating minimum effect with outlier selection, Optimal adaptive estimation of a quadratic functional, Asymptotic equivalence of nonparametric regression and white noise model has its limits, Estimation of the \(\ell_2\)-norm and testing in sparse linear regression with unknown variance, Estimation of functionals of sparse covariance matrices, Unnamed Item, Interactive versus noninteractive locally differentially private estimation: two elbows for the quadratic functional, Simple adaptive estimation of quadratic functionals in nonparametric IV models, On adaptive wavelet estimation of a quadratic functional from a deconvolution problem, Estimating linear and quadratic forms via indirect observations, Minimax testing of a composite null hypothesis defined via a quadratic functional in the model of regression, Wavelet methods to estimate an integrated quadratic functional: Adaptivity and asymptotic law, Minimax estimation of a bounded squared mean, Adaptive estimation of high-dimensional signal-to-noise ratios, Fourier series-based direct plug-in bandwidth selectors for kernel density estimation, Optimal rates of entropy estimation over Lipschitz balls, Optimal estimation of variance in nonparametric regression with random design, Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder), Quadratic functional estimation in inverse problems, On efficiency of the plug-in principle for estimating smooth integrated functionals of a nonincreasing density, Adaptive estimation of a quadratic functional of a density by model selection, Efficient estimation of smooth functionals in Gaussian shift models, Root \(n\) estimates of vectors of integrated density partial derivative functionals, Minimax estimation via wavelet shrinkage, Estimation of smooth functionals of location parameter in Gaussian and Poincaré random shift models., Estimation of smooth functionals in normal models: bias reduction and asymptotic efficiency, Efficient estimation of integral functionals of a density, On Bickel and Ritov's conjecture about adaptive estimation of the integral of the square of density derivative, Estimating nonquadratic functionals of a density using Haar wavelets, On optimal adaptive estimation of a quadratic functional, Rate optimal estimation of quadratic functionals in inverse problems with partially unknown operator and application to testing problems, Optimal Estimation of Genetic Relatedness in High-Dimensional Linear Models, Nonparametric confidence intervals for the integral of a function of an unknown density, Multidimensional linear functional estimation in sparse Gaussian models and robust estimation of the mean, Asymptotic equivalence and adaptive estimation for robust nonparametric regression, On estimation of \(L_r\)-norms in Gaussian white noise models, Two-stage algorithm for estimation of nonlinear functions of state vector in linear Gaussian continuous dynamical systems, Mean-square estimation of nonlinear functionals via Kalman filtering, Estimation of smooth functionals in high-dimensional models: bootstrap chains and Gaussian approximation, Adaptive estimation of a quadratic functional by model selection., On nonparametric tests of positivity/monotonicity/convexity, Recovering edges in ill-posed inverse problems: Optimality of curvelet frames., On adaptive estimation of nonlinear functionals, Nonquadratic estimators of a quadratic functional
Cites Work
- Spline smoothing in regression models and asymptotic efficiency in \(L_ 2\)
- Asymptotic methods in statistical decision theory
- Estimation of integrated squared density derivatives
- Optimal filtering of square-integrable signals in Gaussian noise
- Geometrizing rates of convergence. II
- Convergence of positive linear operators on C(X)
- Asymptotic minimax risk for sup-norm loss: Solution via optimal recovery
- Some Problems on Nonparametric Estimation in Gaussian White Noise
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item