Asymptotic minimax risk for sup-norm loss: Solution via optimal recovery
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Publication:1333562
DOI10.1007/BF01199020zbMath0802.62007OpenAlexW1985244441MaRDI QIDQ1333562
Publication date: 15 September 1994
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01199020
derivativeGaussian white noisedeconvolutionoptimization problemoptimal recoveryLipschitz smoothnessasymptotically minimaxindirect measurementminimax linear estimatesupremum norm loss
Density estimation (62G07) Minimax procedures in statistical decision theory (62C20) Extreme value theory; extremal stochastic processes (60G70) Rate of convergence, degree of approximation (41A25)
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