General Selection Rule from a Family of Linear Estimators

DOI10.1137/S0040585X97985923zbMath1417.62056MaRDI QIDQ2845209

A. V. Goldenshluger, O. V. Lepskij

Publication date: 22 August 2013

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

zbMATH Keywords

linear estimatorsnonparametric estimationoracle inequalitymajorantstatistical experimentadaptive minimax estimation

Mathematics Subject Classification ID

Density estimation (62G07) Minimax procedures in statistical decision theory (62C20)

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