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Volumn 11, Issue 2, 2005, Pages 341-358

Adaptive estimation of linear functional under different performance measures

Author keywords

Adaptive estimation; Confidence intervals; Coverage probability; Expected length; Modulus of continuity; White noise model

Indexed keywords


EID: 33845608417     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/bj/1116340298     Document Type: Article
Times cited : (9)

References (14)
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    • Brown, L.D.1    Low, M.G.2
  • 2
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    • On adaptive estimation of linear functional
    • To appear
    • Cai, T. and Low, M. (2002) On adaptive estimation of linear functional. Ann. Statist. To appear.
    • (2002) Ann. Statist.
    • Cai, T.1    Low, M.2
  • 3
    • 33845662384 scopus 로고    scopus 로고
    • Adaptation under probabilistic error
    • Tentatively accepted
    • Cai, T. and Low, M. (2003) Adaptation under probabilistic error. J. Multivariate Anal. Tentatively accepted.
    • (2003) J. Multivariate Anal.
    • Cai, T.1    Low, M.2
  • 4
    • 24344508204 scopus 로고    scopus 로고
    • An adaptation theory for nonparametric confidence intervals
    • Cai, T. and Low, M. (2004) An adaptation theory for nonparametric confidence intervals. Ann. Statist., 32, 1805-1840.
    • (2004) Ann. Statist. , vol.32 , pp. 1805-1840
    • 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
  • 6
    • 0010946490 scopus 로고
    • Technical Report 137, Department of Statistics, University of California, Berkeley
    • Donoho, D.L. and Liu, R.G. (1987) Geometrizing rates of convergence I. Technical Report 137, Department of Statistics, University of California, Berkeley.
    • (1987) Geometrizing Rates of Convergence I
    • Donoho, D.L.1    Liu, R.G.2
  • 7
    • 0000251164 scopus 로고
    • Geometrizing rates of convergence III
    • Donoho, D.L. and Liu, R.G. (1991) 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
  • 9
    • 0002409695 scopus 로고
    • An adaptive algorithm of nonparametric filtering
    • Efromovich, S.Y. and Pinsker, M.S. (1984) An adaptive algorithm of nonparametric filtering. Autom. Remote Control, 11, 58-65.
    • (1984) Autom. Remote Control , vol.11 , pp. 58-65
    • Efromovich, S.Y.1    Pinsker, M.S.2
  • 10
    • 0001419823 scopus 로고
    • On the best obtainable asymptotic rates of convergence in estimation of a density function at a point
    • Farrell, R.H. (1972) On the best obtainable asymptotic rates of convergence in estimation of a density function at a point. Ann. Math. Statist., 43, 170-180.
    • (1972) Ann. Math. Statist. , vol.43 , pp. 170-180
    • Farrell, R.H.1
  • 11
    • 0000329374 scopus 로고
    • Nonparametric estimation of the values of a linear functional in Gaussian white noise
    • Ibragimov, I.A. and Hasminskii, R.Z. (1984) Nonparametric estimation of the values of a linear functional in Gaussian white noise. Theory Probab. Appl., 31, 391-406.
    • (1984) Theory Probab. Appl. , vol.31 , pp. 391-406
    • Ibragimov, I.A.1    Hasminskii, R.Z.2
  • 12
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    • On a problem of adaptive estimation in Gaussian white noise
    • Lepski, O.V (1990) On a problem of adaptive estimation in Gaussian white noise. Theory Probab. Appl., 35, 454-466.
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    • Lepski, O.V.1
  • 13
    • 0031327277 scopus 로고    scopus 로고
    • Optimal pointwise adaptive methods in nonparametric estimation
    • Lepski, O.V. and Spokoiny, V.G. (1997) Optimal pointwise adaptive methods in nonparametric estimation. Ann. Statist., 25, 2512-2546.
    • (1997) Ann. Statist. , vol.25 , pp. 2512-2546
    • Lepski, O.V.1    Spokoiny, V.G.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.