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.
No takes yet. Share an insight, caveat, or question.
Cai et al. (2003) studied this question.
Synapse has enriched 5 closely related papers on similar clinical questions. Consider them for comparative context: