Minimax risk over \(l_ p\)-balls for \(l_ q\)-error

DOI10.1007/BF01199026zbMath0802.62006OpenAlexW2083134779MaRDI QIDQ1333570

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/bf01199026

zbMATH Keywords

Besov spaces wavelet bases mean vector lq-norm loss nonlinear coordinatewise threshold rules ratio of minimax linear risk to minimax risk small signal-to-noise ratios univariate Bayes minimax problem

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Minimax procedures in statistical decision theory (62C20)

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