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Volumn 32, Issue 2, 2004, Pages 552-576

Minimax estimation of linear functionals over nonconvex parameter spaces

Author keywords

Constrained risk inequality; Linear functionals; Minimax estimation; Modulus of continuity; Nonparametric functional estimation; White noise model

Indexed keywords


EID: 24344450737     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/009053604000000094     Document Type: Article
Times cited : (38)

References (14)
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    • Abramovich, F.1    Benjamini, Y.2    Donoho, D.3    Johnstone, I.4
  • 2
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    • Ecole Normale Supérieure
    • BARAUD, Y. (2000). Nonasymptotic minimax rates of testing in signal detection. Technical report, Ecole Normale Supérieure.
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  • 3
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    • Brown, L.D.1    Low, M.G.2
  • 4
    • 0141823280 scopus 로고    scopus 로고
    • On modulus of continuity and adaptability in nonparametric functional estimation
    • Dept. Statistics, Univ. Pennsylvania
    • CAI, T. and LOW, M. (2002). On modulus of continuity and adaptability in nonparametric functional estimation. Technical report, Dept. Statistics, Univ. Pennsylvania.
    • (2002) Technical Report
    • Cai, T.1    Low, M.2
  • 5
    • 21344492321 scopus 로고
    • Statistical estimation and optimal recovery
    • DONOHO, D. L. (1994). Statistical estimation and optimal recovery. Ann. Statist. 22 238-270.
    • (1994) Ann. Statist. , vol.22 , pp. 238-270
    • Donoho, D.L.1
  • 8
    • 0000251164 scopus 로고
    • Geometrizing rates of convergence. II
    • DONOHO, D. L. and LIU, R. C. (1991a). Geometrizing rates of convergence. II. Ann. Statist. 19 633-667.
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    • Donoho, D.L.1    Liu, R.C.2
  • 9
    • 0000251164 scopus 로고
    • Geometrizing rates of convergence. III
    • DONOHO, D. L. and LIU, R. G. (1991b). Geometrizing rates of convergence. III. Ann. Statist. 19 668-701.
    • (1991) Ann. Statist. , vol.19 , pp. 668-701
    • Donoho, D.L.1    Liu, R.G.2
  • 12
    • 0002282584 scopus 로고
    • Nonparametric estimation of the value of a linear functional in Gaussian white noise
    • IBRAGIMOV, I. A. and HAS'MINSKII, R. Z. (1984). Nonparametric estimation of the value of a linear functional in Gaussian white noise. Theory Probab. Appl. 29 18-32.
    • (1984) Theory Probab. Appl. , vol.29 , pp. 18-32
    • Ibragimov, I.A.1    Has'minskii, R.Z.2
  • 13
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    • On a problem of adaptive estimation in Gaussian white noise
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  • 14
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    • Bias-variance tradeoffs in functional estimation problems
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    • (1995) Ann. Statist. , vol.23 , pp. 824-835
    • Low, M.G.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.