Parameter tuning in pointwise adaptation using a propagation approach
نویسندگان
چکیده
منابع مشابه
Parameter Tuning in Pointwise Adaptation Using a Propagation Approach
This paper discusses the problem of adaptive estimation of a univariate object like the value of a regression function at a given point or a linear functional in a linear inverse problem. We consider an adaptive procedure originated from Lepski [Theory Probab. Appl. 35 (1990) 454–466.] that selects in a data-driven way one estimate out of a given class of estimates ordered by their variability....
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2009
ISSN: 0090-5364
DOI: 10.1214/08-aos607