Sharp adaptive estimation of quadratic functionals

DOI10.1007/s00440-005-0447-2zbMath1082.62032OpenAlexW2025108226MaRDI QIDQ818813

Jussi Klemelä

Publication date: 21 March 2006

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-005-0447-2

zbMATH Keywords

minimax riskadaptive curve estimationexact constants in nonparametric smoothingfilter sequence

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09)

Related Items (15)

Sharp adaptive estimation of quadratic functionals ⋮ Optimal adaptive estimation of a quadratic functional ⋮ Estimation of functionals of sparse covariance matrices ⋮ Interactive versus noninteractive locally differentially private estimation: two elbows for the quadratic functional ⋮ Estimating linear and quadratic forms via indirect observations ⋮ Nonparametric estimation of the purity of a quantum state in quantum homodyne tomography with noisy data ⋮ Local asymptotic equivalence of pure states ensembles and quantum Gaussian white noise ⋮ Quadratic functional estimation in inverse problems ⋮ A simple adaptive estimator of the integrated square of a density ⋮ Efficient estimation of smooth functionals in Gaussian shift models ⋮ Estimation of smooth functionals in normal models: bias reduction and asymptotic efficiency ⋮ Rate optimal estimation of quadratic functionals in inverse problems with partially unknown operator and application to testing problems ⋮ Asymptotic equivalence and adaptive estimation for robust nonparametric regression ⋮ Estimation of smooth functionals in high-dimensional models: bootstrap chains and Gaussian approximation ⋮ Nonquadratic estimators of a quadratic functional

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