Bias-variance tradeoffs in functional estimation problems

DOI10.1214/AOS/1176324624zbMath0838.62006OpenAlexW2028000850MaRDI QIDQ1906188

Mark G. Low

Publication date: 4 June 1996

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176324624

zbMATH Keywords

modulus of continuitylinear functionalconstraintminimax riskCramer-Rao inequalitywhite noise modelbias-variance tradeoffaffine estimatorsinfinite-dimensional Gaussian problems

Mathematics Subject Classification ID

Density estimation (62G07) Minimax procedures in statistical decision theory (62C20) Inference from stochastic processes (62M99) General considerations in statistical decision theory (62C05)

Related Items (7)

Estimating monotone functions ⋮ Adaptive estimates of linear functionals ⋮ Confidence Intervals for Nonparametric Empirical Bayes Analysis ⋮ Minimax estimation of linear functionals over nonconvex parameter spaces. ⋮ Combining Multiple Biomarker Models in Logistic Regression ⋮ A note on nonparametric estimation of linear functionals. ⋮ An adaptation theory for nonparametric confidence intervals

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