Statistics Papers
Document Type
Journal Article
Date of this Version
2003
Publication Source
The Annals of Statistics
Volume
31
Issue
4
Start Page
1140
Last Page
1153
DOI
10.1214/aos/1059655908
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.
Keywords
bias-variance tradeoffs, density estimation, modulus of continuity, linear functionals, nonparametric functional estimation, nonparametric regression, white noise model
Recommended Citation
Cai, T., & Low, M. G. (2003). A Note on Nonparametric Estimation of Linear Functionals. The Annals of Statistics, 31 (4), 1140-1153. http://dx.doi.org/10.1214/aos/1059655908
Date Posted: 27 November 2017
This document has been peer reviewed.