Minimax estimation of linear functionals over nonconvex parameter spaces

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dc.creatorCai, T. Tony
dc.creatorLow, Mark G.
dc.date2004-06-22
dc.date.accessioned2026-07-07T08:06:18Z
dc.date.available2026-07-07T08:06:18Z
dc.descriptionThe minimax theory for estimating linear functionals is extended to the case of a finite union of convex parameter spaces. Upper and lower bounds for the minimax risk can still be described in terms of a modulus of continuity. However in contrast to the theory for convex parameter spaces rate optimal procedures are often required to be nonlinear. A construction of such nonlinear procedures is given. The results developed in this paper have important applications to the theory of adaptation.
dc.identifierhttps://arxiv.org/abs/math/0406427
dc.identifierhttp://arxiv.org/abs/math/0406427
dc.identifierAnnals of Statistics 2004, Vol. 32, No. 2, 552-576
dc.identifierdoi:10.1214/009053604000000094
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/130560
dc.subjectStatistics Theory
dc.subject62G99 (Primary) 62F12, 62C20, 62M99. (Secondary)
dc.titleMinimax estimation of linear functionals over nonconvex parameter spaces
dc.typetext

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