Adaptive estimation of linear functionals under different performance measures

DOI10.3150/bj/1116340298zbMath1063.62045OpenAlexW1963786717MaRDI QIDQ1781191

Mark G. Low, T. Tony Cai

Publication date: 23 June 2005

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3150/bj/1116340298

zbMATH Keywords

modulus of continuitycoverage probabilityexpected lengthwhite noise model

Mathematics Subject Classification ID

Density estimation (62G07) Minimax procedures in statistical decision theory (62C20) Nonparametric tolerance and confidence regions (62G15)

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