ADAPTIVE ESTIMATES OF LINEAR FUNCTIONALS
成果类型：
Article
署名作者：
EFROMOVICH, S; LOW, MG
署名单位：
University of Pennsylvania
刊物名称：
PROBABILITY THEORY AND RELATED FIELDS
ISSN/ISSBN：
0178-8051
DOI：
10.1007/BF01192517
发表日期：
1994
页码：
261-275
关键词：
摘要：
Given a collection of nested closed, convex symmetric sets and a linear functional, we find estimates which are within a logarithm term of being simultaneously asymptotically minimax. Moreover, these estimates can be constructed so that the loss of this logarithm term only occurs on a small subset of functions. These estimates are quasi-optimal since there do not exist estimators which do not lose a logarithm term on some part of the parameter spaces.
来源URL：