Optimal adaptive estimation of a quadratic functional

DOI10.1214/009053606000000849zbMath1110.62048arXivmath/0702682OpenAlexW3103631397MaRDI QIDQ869971

Mark G. Low, T. Tony Cai

Publication date: 12 March 2007

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0702682

zbMATH Keywords

waveletsadaptationblock thresholdingwhite noise method

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Robustness and adaptive procedures (parametric inference) (62F35) Inference from stochastic processes (62M99) Applications of functional analysis in probability theory and statistics (46N30) Nonparametric inference (62G99)

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