Minimax revisited. I

DOI10.3103/S1066530710030051zbMATH Open1282.62020OpenAlexW2042263221MaRDI QIDQ2437897FDOQ2437897

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

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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

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• Information inequality bounds on the minimax risk (with an application to nonparametric regression)
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Cited In (13)

• Renormalizing upper and lower bounds for integrated risk in the white noise model
• A New Lower Bound for Multiple Hypothesis Testing
• Minimax revisited. II
• Learning Theory
• On shrinking minimax convergence in nonparametric statistics
• Lower bounds in estimation at a point under multi-index constraint
• Minimax lower bounds and moduli of continuity
• Title not available (Why is that?)
• Minimax risk bounds in extreme value theory
• On the asymptotic information bound
• Obtaining minimax lower bounds: a review
• Lower bounds for the asymptotic minimax risk with spherical data
• Some new perspectives in best approximation and interpolation of random data

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