Optimal adaptive estimation of a quadratic functional

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

T. Tony Cai, Mark G. Low

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

wavelets; adaptation; block thresholding; white noise method

Mathematics Subject Classification ID

62G07: Density estimation

62G20: Asymptotic properties of nonparametric inference

62F35: Robustness and adaptive procedures (parametric inference)

62M99: Inference from stochastic processes

46N30: Applications of functional analysis in probability theory and statistics

62G99: Nonparametric inference

Related Items

Quadratic functional estimation in inverse problems, Nonquadratic estimators of a quadratic functional, A simple adaptive estimator of the integrated square of a density, Asymptotic equivalence and adaptive estimation for robust nonparametric regression, Nonparametric confidence intervals for the integral of a function of an unknown density

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