ADAPTIVE ESTIMATES OF LINEAR FUNCTIONALS

Authors
EFROMOVICH S LOW MG
Citation
S. Efromovich et Mg. Low, ADAPTIVE ESTIMATES OF LINEAR FUNCTIONALS, Probability theory and related fields, 98(2), 1994, pp. 261-275
Citations number
11
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Probability theory and related fields → ACNP
ISSN journal
01788051
Volume
98
Issue
2
Year of publication
1994
Pages
261 - 275
Database
ISI
SICI code
0178-8051(1994)98:2<261:AEOLF>2.0.ZU;2-W
Abstract
Given a collection of nested closed, convex symmetric sets and a linea r functional, we find estimates which are within a logarithm term of b eing simultaneously asymptotically minimax. Moreover, these estimates can be constructed so that the loss of this logarithm term only occurs on a small subset of functions. These estimates are quasi-optimal sin ce there do not exist estimators which do not lose a logarithm term on some part of the parameter spaces.