Adaptation under probabilistic error for estimating linear functionals

DOI10.1016/j.jmva.2005.03.001zbMath1078.62105OpenAlexW2140718068MaRDI QIDQ2581519

T. Tony Cai, Mark G. Low

Publication date: 10 January 2006

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2005.03.001

zbMATH Keywords

Gaussian modelsAdaptive estimationConfidence intervalsModulus of continuityProbabilistic error

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Robustness and adaptive procedures (parametric inference) (62F35) Nonparametric tolerance and confidence regions (62G15) Inference from stochastic processes (62M99) Nonparametric inference (62G99)

Related Items

On adaptive posterior concentration rates, Adaptivity and optimality of the monotone least-squares estimator, Adaptive estimation of linear functionals under different performance measures

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