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In this supplemental article, we introduce some useful results in spectral theory and perturbation theory. Some of the results are well-established. We briefly review them for the purpose of easy reference. We derive a novel bound for the perturbation of eigenprojections, which plays a key role...
Persistent link: https://www.econbiz.de/10012822551
This paper studies a class of exponential family models whose canonical parameters are specified as linear functionals of an unknown infinite-dimensional slope function. The optimal minimax rates of convergence for slope function estimation are established. The estimators that achieve the...
Persistent link: https://www.econbiz.de/10012857026