A note on nonparametric estimation of linear functionals. (English) Zbl 1105.62325
Summary: 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.
MSC:
| 62G05 | Nonparametric estimation |
| 62G20 | Asymptotic properties of nonparametric inference |
| 62G07 | Density estimation |
References:
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| [19] | PHILADELPHIA, PENNSy LVANIA 19104-6340 E-MAIL: tcai@wharton.upenn.edu |
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