On adaptive estimation of linear functionals

Details On adaptive estimation of linear functionals On adaptive estimation of linear functionals

2006-02-14

arxiv.org/abs/math/0602299v1

Annals of Statistics 2005, Vol. 33, No. 5, 2311-2343

Mathematics

Statistics Theory

Published at http://dx.doi.org/10.1214/009053605000000633 in the Annals of Statistics (http://www.imstat.org/aos/) by the Inst

Scientific paper

10.1214/009053605000000633

Adaptive estimation of linear functionals over a collection of parameter spaces is considered. A between-class modulus of continuity, a geometric quantity, is shown to be instrumental in characterizing the degree of adaptability over two parameter spaces in the same way that the usual modulus of continuity captures the minimax difficulty of estimation over a single parameter space. A general construction of optimally adaptive estimators based on an ordered modulus of continuity is given. The results are complemented by several illustrative examples.

Affiliated with

Also associated with

No associations

Rating

On adaptive estimation of linear functionals does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with On adaptive estimation of linear functionals, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and On adaptive estimation of linear functionals will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-568342