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These bounds are given by the quantity \\(\\displaystyle\\inf_{\\hat f\\in\\hat F}\\sup_{f\\in{\\mathcal F}}R(\\hat f,f)\\) where \\({\\mathcal F}\\) is a class of functions, \\(\\hat F\\) is a class of estimators and \\(R\\) is a risk function. She considers the case of nonparametric density estimation, carefully developing the problem when the density belongs to \\({\\mathcal F}=W_p^s(r)\\) (Sobolev condition), a set of smooth densities such that \\(\\int | f^{(s)}(\\lambda)| ^pd\\lambda\\leq r\\). To develop the method, the function that measures the discrepancy between two densities must verify certain conditions. Examples of such discrepancies are: the p-th order discrepancy \\(D(f,g)=\\| f-g\\|_p^p\\), \\(p\\geq 1\\), the p-th order discrepancy of the derivatives \\(D(f,g)=\\| f^{(s)}-g^{(s)}\\|_p^p\\), and finally \\[ D(f,g)=\\| f^{1/q}-g^{1/q}\\|_p^p\\quad \\text{with}\\quad 1/p+1/q=1. \\] She then exposes a method to obtain a minimax bound for the risk function. It can be simplified as follows: (i) Looking for a basic inequality separating two points; (ii) an inequality in a finite-dimensional subset of \\({\\mathcal F}\\) called the cube or piramid; (iii) obtention of the risk bound for the original problem using that the class \\({\\mathcal F}\\) can be ''approximated'' by a sequence of finite-dimensional subsets. For the entire collection see [Zbl 0861.00032].","type":"string"},"datatype":"string"},"type":"statement","id":"Q4355987$00739382-04EC-459E-8BE2-8FCC0FD7587B","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Lower bounds for function estimation","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Lower_bounds_for_function_estimation"}}}}}