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

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Date Posted: 27 November 2017

This document has been peer reviewed.