Minimax revisited. I

DOI10.3103/S1066530710030051zbMATH Open1282.62020OpenAlexW2042263221MaRDI QIDQ2437897FDOQ2437897

B. Ya. Levit

Publication date: 10 March 2014

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1066530710030051

zbMATH Keywords

lower boundsminimax quadratic risknormal meansnonasymptotic approach

Mathematics Subject Classification ID

Point estimation (62F10) Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Minimax procedures in statistical decision theory (62C20)

Cites Work

• Minimax estimation of the mean of a normal distribution when the parameter space is restricted
• Applications of the van Trees inequality: A Bayesian Cramér-Rao bound
• Statistical estimation and optimal recovery
• Minimax risk over hyperrectangles, and implications
• Rational approximation to \(|x|\)
• On Nonparametric Estimation of the Value of a Linear Functional in Gaussian White Noise
• Estimating a bounded normal mean
• Fisher information and spline interpolation
• Information inequality bounds on the minimax risk (with an application to nonparametric regression)
• A Refinement of the Cramér-Rao Inequality
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Cited In (5)

• Renormalizing upper and lower bounds for integrated risk in the white noise model
• Minimax revisited. II
• Minimax lower bounds and moduli of continuity
• Title not available (Why is that?)
• Some new perspectives in best approximation and interpolation of random data

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