On minimax estimation of a sparse normal mean vector
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Publication:1327841
DOI10.1214/aos/1176325368zbMath0816.62007OpenAlexW2023922195MaRDI QIDQ1327841
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
robustnessGaussian white noiseFisher informationwavelet basesminimax riskleast favorable priornearly black objectcontamination by additive noisegeometric contaminationleast Fisher informationpartial asymptotic expansion
Nonparametric estimation (62G05) Point estimation (62F10) Minimax procedures in statistical decision theory (62C20)
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