A blockwise shrinkage is a popular adaptive procedure for non-parametric series estimates. It possesses an impressive range of asymptotic properties, and there is a vast pool of blocks and shrinkage procedures used. Traditionally these estimates are studied via upper bounds on their risks. This...

Results on sharp minimax estimation of the probability density from a Sobolev function class, established in the 1980s, were among the first sharp minimax results in the nonparametric curve estimation literature. This paper considers the last unsolved case -- a Sobolev class of order of...

The relationship between speciation times and the corresponding times of gene divergence is of interest in phylogenetic inference as a means of understanding the past evolutionary dynamics of populations and of estimating the timing of speciation events. It has long been recognized that gene...

type="main" xml:id="jtsa12072-abs-0001"The problem of non-parametric spectral density estimation for discrete-time series in the presence of missing observations has a long history. In particular, the first consistent estimators of the spectral density have been developed at about the same time...