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.
Publié le : 2003-08-14
Classification:
bias-variance tradeoffs,
density estimation,
modulus of continuity,
linear functionals,
nonparametric functional estimation,
nonparametric regression,
white noise model,
62G99,
62F12,
62F35,
62M99
@article{1059655908,
author = {Cai, T. Tony and Low, Mark G.},
title = {A note on nonparametric estimation of linear functionals},
journal = {Ann. Statist.},
volume = {31},
number = {1},
year = {2003},
pages = { 1140-1153},
language = {en},
url = {http://dml.mathdoc.fr/item/1059655908}
}
Cai, T. Tony; Low, Mark G. A note on nonparametric estimation of linear functionals. Ann. Statist., Tome 31 (2003) no. 1, pp. 1140-1153. http://gdmltest.u-ga.fr/item/1059655908/