On minimax estimation of a sparse normal mean vector

DOI10.1214/AOS/1176325368MaRDI QIDQ1327841zbMATH OpenOpenAlexFDO

Authors Iain M. Johnstone

Publication date 29 June 1994

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176325368

zbMATH Keywords

robustnessminimax riskFisher informationGaussian white noiseleast favorable priorwavelet basesnearly black objectcontamination by additive noisegeometric contaminationleast Fisher informationpartial asymptotic expansion

Mathematics Subject Classification ID

Point estimation (62F10) Nonparametric estimation (62G05) Minimax procedures in statistical decision theory (62C20)

Recommendations

• scientific article; zbMATH DE number 524360
• On estimation of nonsmooth functionals of sparse normal means
• Minimax \(\ell_q\) risk in \(\ell_p\) balls
• Minimax risk over \(l_ p\)-balls for \(l_ q\)-error
• Minimax estimation via wavelet shrinkage

Cited in

(12)

• Muller's ratchet with compensatory mutations
• Minimax revisited. II
• Asymptotically minimax empirical Bayes estimation of a sparse normal mean vector
• Online rules for control of false discovery rate and false discovery exceedance
• Minimax risks for sparse regressions: ultra-high dimensional phenomenons
• Reconstruction of sparse vectors in white Gaussian noise
• On discrete priors and sparse minimax optimal predictive densities
• Minimax \(\ell_q\) risk in \(\ell_p\) balls
• The cost of privacy: optimal rates of convergence for parameter estimation with differential privacy
• On estimation of nonsmooth functionals of sparse normal means
• Adaptive sparse estimation with side information
• On minimax optimality of sparse Bayes predictive density estimates

This page was built for publication: On minimax estimation of a sparse normal mean vector

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1327841)