The Annals of Statistics, Vol. 29, No. 6 (Dec., 2001), pp. 1567-1600 (34 pages) We consider estimation of a linear functional T(f) where f is an unknown function observed in Gaussian white noise. We ...
In many regression problems, data on the dependent variable are censored; that is, the values of some observations are known only to be above or else below some value. Such data often arise in ...