Minimax and adaptive inference in nonparametric function estimation
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Publication:2634653
DOI10.1214/11-STS355zbMath1330.62059arXiv1203.4911OpenAlexW2083620802MaRDI QIDQ2634653
Publication date: 18 February 2016
Published in: Statistical Science (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1203.4911
minimaxwaveletlinear functionalellipsoidconfidence intervalthresholdingadaptive estimationnonparametric regressionadaptationshrinkageoracleblock thresholdingwhite noise modelinformation poolingsequence modelseparable rulesBayes minimaxBesov balllinear minimaxity
Ridge regression; shrinkage estimators (Lasso) (62J07) Nonparametric estimation (62G05) Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20) Nonparametric tolerance and confidence regions (62G15)
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Sharp minimax distribution estimation for current status censoring with or without missing ⋮ On shrinking minimax convergence in nonparametric statistics ⋮ A Regression Modeling Approach to Structured Shrinkage Estimation ⋮ Transfer learning for contextual multi-armed bandits ⋮ Minimax estimation of large precision matrices with bandable Cholesky factor ⋮ Asymptotically minimax empirical Bayes estimation of a sparse normal mean vector ⋮ Simultaneous estimation of normal means with side information ⋮ Prediction and calibration for multiple correlated variables ⋮ Improved minimax estimation of a multivariate normal mean under heteroscedasticity
Uses Software
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