On the estimation of quadratic functionals
DOI10.1214/AOS/1176348249zbMATH Open0729.62076OpenAlexW1985971806MaRDI QIDQ806870FDOQ806870
Authors: Jianqing Fan 
Publication date: 1991
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176348249
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Cited In (48)
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- Optimal detection of Fechner-asymmetry
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- Optimal adaptive estimation of a quadratic functional
- Asymptotic equivalence and adaptive estimation for robust nonparametric regression
- Adaptive minimax testing in the discrete regression scheme
- Quadratic functional estimation in inverse problems
- Semiparametrically efficient rank-based inference for shape. II: Optimal \(R\)-estimation of shape
- On efficiency of the plug-in principle for estimating smooth integrated functionals of a nonincreasing density
- Goodness-of-fit testing and quadratic functional estimation from indirect observations
- Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder)
- Entropic optimal transport is maximum-likelihood deconvolution
- On optimal adaptive estimation of a quadratic functional
- Optimal estimation of variance in nonparametric regression with random design
- On nonparametric tests of positivity/monotonicity/convexity
- On adaptive estimation of nonlinear functionals
- Sharp adaptive estimation of the drift function for ergodic diffusions
- Nonparametric confidence intervals for the integral of a function of an unknown density
- Asymptotic equivalence theory for nonparametric regression with random design
- On variance function estimation with quadratic forms
- Asymptotic equivalence of nonparametric regression and white noise model has its limits
- Root \(n\) estimates of vectors of integrated density partial derivative functionals
- Minimax testing of a composite null hypothesis defined via a quadratic functional in the model of regression
- Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation
- On the convergence of two types of estimators of quadratic variation
- Minimax estimation of a bounded squared mean
- Estimation of functionals of sparse covariance matrices
- Simple adaptive estimation of quadratic functionals in nonparametric IV models
- ESTIMATING THE MAXIMUM (MINIMUM) OF A QUADRATIC FUNCTION UNDER CERTAIN CORRELATION PATTERNS
- Optimal Estimation of a Quadratic Functional under the Gaussian Two-sequence Model
- On linear and quadratic estimating functions
- On Bickel and Ritov's conjecture about adaptive estimation of the integral of the square of density derivative
- Moderate-Dimensional Inferences on Quadratic Functionals in Ordinary Least Squares
- Wavelet methods to estimate an integrated quadratic functional: Adaptivity and asymptotic law
- Nonparametric estimation of quadratic regression functionals
- On estimation of \(L_r\)-norms in Gaussian white noise models
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- Obtaining minimax lower bounds: a review
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- Adaptive nonparametric confidence sets
- Estimating linear and quadratic forms via indirect observations
- Rate optimal estimation of quadratic functionals in inverse problems with partially unknown operator and application to testing problems
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