An Adaptation Theory For Nonparametric Confidence Intervals
Tony Cai and Mark Low
Cai, T. & Low, M. (2004).
Minimax estimation of linear functionals over nonconvex parameter spaces.
The Annals of Statistics 32, 552 - 576.
Cai, T. & Low, M. (2005).
Adaptive estimation of linear functionals under different performance measures.
Bernoulli 11, 1-18.
Cai, T. & Low, M. (2005).
On adaptive estimation of linear functionals.
The Annals of Statistics 33, 2311-2343.
Cai, T. & Low, M. (2006).
Adaptation under probabilistic error for estimating linear functionals.
J. Multivariate Analysis 97, 231-245.