On rate and sharp optimal estimation

DOI10.1007/S004400050211MaRDI QIDQ1291161zbMATH OpenOpenAlexFDO

Authors Sam Efromovich

Publication date 3 June 1999

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s004400050211

zbMATH Keywords

sharp minimax estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

Review text

The author comments on some of the results obtained by \textit{A. Barron}, \textit{L. Birgé} and \textit{P. Massard} [Probab. Theory Relat. Fields 113, No. 3, 301-413 (1999; see the preceding entry, Zbl 0946.62036)] via the results on sharp minimax estimation, where the squared integrated risk converges with optimal rate and the best constant.

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