Minimax revisited. I

DOI10.3103/S1066530710030051MaRDI QIDQ2437897zbMATH OpenOpenAlexFDO

Authors 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 risknonasymptotic approachnormal means

Mathematics Subject Classification ID

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

Recommendations

• Minimax revisited. II
• Lower bounds for risk functions in nonparametric estimation problems
• A general lower bound of minimax risk for absolute‐error loss
• Information inequality bounds on the minimax risk (with an application to nonparametric regression)
• scientific article; zbMATH DE number 1064653

Cites work

• A Refinement of the Cramér-Rao Inequality
• Applications of the van Trees inequality: A Bayesian Cramér-Rao bound
• Estimating a bounded normal mean
• Fisher information and spline interpolation
• scientific article; zbMATH DE number 4078483 (Why is no real title available?)
• scientific article; zbMATH DE number 1191514 (Why is no real title available?)
• scientific article; zbMATH DE number 3700031 (Why is no real title available?)
• scientific article; zbMATH DE number 486467 (Why is no real title available?)
• scientific article; zbMATH DE number 739533 (Why is no real title available?)
• scientific article; zbMATH DE number 3800775 (Why is no real title available?)
• scientific article; zbMATH DE number 3278469 (Why is no real title available?)
• scientific article; zbMATH DE number 3291690 (Why is no real title available?)
• scientific article; zbMATH DE number 3106666 (Why is no real title available?)
• Information inequality bounds on the minimax risk (with an application to nonparametric regression)
• Minimax estimation of the mean of a normal distribution when the parameter space is restricted
• Minimax risk over hyperrectangles, and implications
• On Nonparametric Estimation of the Value of a Linear Functional in Gaussian White Noise
• Rational approximation to \(|x|\)
• Statistical estimation and optimal recovery

Cited in

(16)

• Minimax lower bounds and moduli of continuity
• Lower bounds in estimation at a point under multi-index constraint
• Minimax risk bounds in extreme value theory
• Lower bounds for the asymptotic minimax risk with spherical data
• Obtaining minimax lower bounds: a review
• Minimax revisited. II
• On shrinking minimax convergence in nonparametric statistics
• A New Lower Bound for Multiple Hypothesis Testing
• Some new perspectives in best approximation and interpolation of random data
• Lower bounds of minimax risk in estimation problems without lan condition
• scientific article; zbMATH DE number 1064667 (Why is no real title available?)
• A general lower bound of minimax risk for absolute‐error loss
• scientific article; zbMATH DE number 219320 (Why is no real title available?)
• Learning Theory
• Renormalizing upper and lower bounds for integrated risk in the white noise model
• On the asymptotic information bound

This page was built for publication: Minimax revisited. I

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2437897)