Estimation of smooth functionals of location parameter in Gaussian and Poincaré random shift models.
From MaRDI portal
Publication:2051009
DOI10.1007/s13171-020-00232-1zbMath1479.62035OpenAlexW3118579919MaRDI QIDQ2051009
Mayya Zhilova, Vladimir I. Koltchinskii
Publication date: 1 September 2021
Published in: Sankhyā. Series A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13171-020-00232-1
Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Random matrices (probabilistic aspects) (60B20)
Related Items
Functional estimation in log-concave location families, Estimation of smooth functionals in normal models: bias reduction and asymptotic efficiency, Estimation of smooth functionals in high-dimensional models: bootstrap chains and Gaussian approximation
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Higher order tangent spaces and influence functions
- Asymptotic normality of quadratic estimators
- Minimax quadratic estimation of a quadratic functional
- On estimation of \(L_r\)-norms in Gaussian white noise models
- Nonquadratic estimators of a quadratic functional
- On estimation of the \(L_r\) norm of a regression function
- Estimation of integral functionals of a density
- Minimax estimation of linear and quadratic functionals on sparsity classes
- Efficient estimation of linear functionals of principal components
- Asymptotically efficient estimation of smooth functionals of covariance operators
- Higher order influence functions and minimax estimation of nonlinear functionals
- Some Problems on Nonparametric Estimation in Gaussian White Noise
- On the Efficiency of a Class of Non-Parametric Estimates
- High-Dimensional Probability
- Spectral gaps, symmetries and log-concave perturbations
- ASYMPTOTIC EFFICIENCY IN HIGH-DIMENSIONAL COVARIANCE ESTIMATION
- On Necessary Conditions for Efficient Estimation of Functionals of a Nonparametric Signal in White Noise
