On adaptive estimation of linear functionals

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dc.creatorCai, T. Tony
dc.creatorLow, Mark G.
dc.date2006-02-14
dc.date.accessioned2026-07-07T08:07:33Z
dc.date.available2026-07-07T08:07:33Z
dc.descriptionAdaptive estimation of linear functionals over a collection of parameter spaces is considered. A between-class modulus of continuity, a geometric quantity, is shown to be instrumental in characterizing the degree of adaptability over two parameter spaces in the same way that the usual modulus of continuity captures the minimax difficulty of estimation over a single parameter space. A general construction of optimally adaptive estimators based on an ordered modulus of continuity is given. The results are complemented by several illustrative examples.
dc.descriptionPublished at http://dx.doi.org/10.1214/009053605000000633 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)
dc.identifierhttps://arxiv.org/abs/math/0602299
dc.identifierhttp://arxiv.org/abs/math/0602299
dc.identifierAnnals of Statistics 2005, Vol. 33, No. 5, 2311-2343
dc.identifierdoi:10.1214/009053605000000633
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/130972
dc.subjectStatistics Theory
dc.subject62G99 (Primary) 62F12, 62F35, 62M99 (Secondary)
dc.titleOn adaptive estimation of linear functionals
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