A note on nonparametric estimation of linear functionals

• 成果类型: Article
• 署名作者: Cai, TT; Low, MG
• 署名单位: University of Pennsylvania
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• 发表日期: 2003
• 页码: 1140-1153
• 关键词: convergence; RECOVERY; noise; rates

摘要

Precise asymptotic descriptions of the minimax affine risks and biasvariance 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.