A Note On Nonparametric Estimation of Linear Functionals
The Annals of Statistics 31, 1140-1153, (2003).
A Note On Nonparametric Estimation of Linear Functionals
The Annals of Statistics 31, 1140-1153, (2003).
- Abstract: Precise asymptotic descriptions of the minimax affine risks and bias-variance tradeoffs for estimating linear functionals are given for a broad class of moduli. The results are complemented by illustrative examples including one where it is possible to construct an estimator which is fully adaptive over a range of parameter spaces.
- Paper: pdf file.
- Other related papers:
Cai, T. & Low, M. (2004).
Minimax estimation of linear functionals over nonconvex parameter spaces.
The Annals of Statistics 32, 552 - 576.Cai, T. & Low, M. (2005).
Adaptive estimation of linear functionals under different performance measures.
Bernoulli 11, 1-18.Cai, T. & Low, M. (2005).
On adaptive estimation of linear functionals.
The Annals of Statistics 33, 2311-2343.Cai, T. & Low, M. (2006).
Adaptation under probabilistic error for estimating linear functionals.
J. Multivariate Analysis 97, 231-245.