Trade-offs between global and local risks in nonparametric function estimation

DOI10.3150/07-BEJ5001zbMATH Open1111.62029OpenAlexW2040968009MaRDI QIDQ880469FDOQ880469

Mark G. Low, Linda H. Zhao, T. Tony Cai

Publication date: 15 May 2007

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3150/07-bej5001

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zbMATH Keywords

waveletsnonparametric regressionwhite noisenonparametric function estimationBesov classsuperefficiencyconstrained risk inequalityloss adaptationnormal location-scale model

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Non-Markovian processes: estimation (62M09)

Cited In (10)

• Minimax and adaptive inference in nonparametric function estimation
• On pointwise adaptive curve estimation based on inhomogeneous data
• Title not available (Why is that?)
• Optimal adaptive estimation of a quadratic functional
• On adaptive posterior concentration rates
• Adaptive global thresholding on the sphere
• Adaptation to lowest density regions with application to support recovery
• Adaptive nonparametric regression on spin fiber bundles
• Bayesian optimal adaptive estimation using a sieve prior
• Bias-variance tradeoffs in functional estimation problems

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