A Note on Nonparametric Estimation of Linear Functionals
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bias-variance tradeoffs
density estimation
modulus of continuity
linear functionals
nonparametric functional estimation
nonparametric regression
white noise model
Statistics and Probability
density estimation
modulus of continuity
linear functionals
nonparametric functional estimation
nonparametric regression
white noise model
Statistics and Probability
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Abstract
Precise asymptotic descriptions of the minimax affine risks and bias-variance tradeoffs for estimating linear functionals are given for a broad class of moduli. The results are complemented by illustrative examples including one where it is possible to construct an estimator which is fully adaptive over a range of parameter spaces.
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2003-01-01
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The Annals of Statistics