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

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

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

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• 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
• Title not available (Why is that?)
• Title not available (Why is that?)
• 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
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Information inequality bounds on the minimax risk (with an application to nonparametric regression)
• A Refinement of the Cramér-Rao Inequality
• Title not available (Why is that?)

Cited In (10)

• 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
• 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
• Lower bounds for the asymptotic minimax risk with spherical data
• Some new perspectives in best approximation and interpolation of random data

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)