On adaptive estimation of nonlinear functionals

DOI10.1016/0167-7152(94)90069-8zbMath0791.62041OpenAlexW1991600135MaRDI QIDQ1324590

Sam Efromovich

Publication date: 24 May 1994

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)90069-8

zbMATH Keywords

adaptive estimatorasymptotically efficient estimates of a nonlinear functionalexample of filteringoptimal nonadaptive rates for risk convergenceprior information about the smoothness

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) General considerations in statistical decision theory (62C05)

Related Items (4)

Sharp adaptive estimation of quadratic functionals ⋮ Asymptotic minimax risk of predictive density estimation for non-parametric regression ⋮ Testing the suitability of polynomial models in errors-in-variables problems ⋮ On optimal adaptive estimation of a quadratic functional

Cites Work

• Unnamed Item
• Minimax quadratic estimation of a quadratic functional
• On the estimation of quadratic functionals
• Learning algorithm for nonparametric filtering
• Nonparametric estimation of functionals of the derivatives of a signal observed in white Gaussian noise
• Some Problems on Nonparametric Estimation in Gaussian White Noise
• On a Problem of Adaptive Estimation in Gaussian White Noise
• Equivalent Norms for Sobolev Spaces

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