A Note on Nonparametric Estimation of Linear Functionals
Loading...
Penn collection
Statistics Papers
Degree type
Discipline
Subject
bias-variance tradeoffs
density estimation
modulus of continuity
linear functionals
nonparametric functional estimation
nonparametric regression
white noise model
Statistics and Probability
density estimation
modulus of continuity
linear functionals
nonparametric functional estimation
nonparametric regression
white noise model
Statistics and Probability
Funder
Grant number
License
Copyright date
Distributor
Related resources
Author
Cai, T. Tony
Low, Mark G
Contributor
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.
Advisor
Date Range for Data Collection (Start Date)
Date Range for Data Collection (End Date)
Digital Object Identifier
Series name and number
Publication date
2003-01-01
Journal title
The Annals of Statistics