Information inequality bounds on the minimax risk (with an application to nonparametric regression)

DOI10.1214/aos/1176347985zbMath0736.62019OpenAlexW2068338317MaRDI QIDQ1175407

Mark G. Low, Lawrence D. Brown

Publication date: 25 June 1992

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

Full work available at URL: https://doi.org/10.1214/aos/1176347985

zbMATH Keywords

lower boundsdensity estimationnonparametric regressionminimax riskquadratic lossCramer-Rao inequalityinformation inequalityestimating bounded normal meanshardest-linear-family method

Mathematics Subject Classification ID

Density estimation (62G07) Inequalities; stochastic orderings (60E15) Point estimation (62F10) Statistical decision theory (62C99)

Related Items (6)

Minimax and adaptive inference in nonparametric function estimation ⋮ Larry Brown's contributions to parametric inference, decision theory and foundations: a survey ⋮ Minimax revisited. I ⋮ Ridge regression and asymptotic minimax estimation over spheres of growing dimension ⋮ Nonexponential Applications of a Global Cramèr-Rao Inequality ⋮ Law of log determinant of sample covariance matrix and optimal estimation of differential entropy for high-dimensional Gaussian distributions

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