Minimax and Adaptive Inference in Nonparametric Function Estimation
نویسندگان
چکیده
منابع مشابه
Minimax and Adaptive Inference in Nonparametric Function Estimation
Since Stein’s 1956 seminal paper, shrinkage has played a fundamental role in both parametric and nonparametric inference. This article discusses minimaxity and adaptive minimaxity in nonparametric function estimation. Three interrelated problems, function estimation under global integrated squared error, estimation under pointwise squared error, and nonparametric confidence intervals, are consi...
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ژورنال
عنوان ژورنال: Statistical Science
سال: 2012
ISSN: 0883-4237
DOI: 10.1214/11-sts355