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  • 62C05  (1)
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  • Springer  (1)
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  • 1990-1994  (1)
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    Electronic Resource
    Electronic Resource
    Adaptive estimates of linear functionals (1994)
    Springer
    Probability theory and related fields 98 (1994), S. 261-275 
    Details
    ISSN: 1432-2064
    Keywords: 62C05 ; 62E20 ; 62J02 ; 62G05 ; 62M99
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary Given a collection of nested closed, convex symmetric sets and a linear functional, we find estimates which are within a logarithm term of being 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 since there do not exist estimators which do not lose a logarithm term on some part of the parameter spaces.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01192517
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