Minimax revisited. II

DOI10.3103/S1066530710040010MaRDI QIDQ2437987zbMATH 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/s1066530710040010

zbMATH Keywords

linear functionalsSobolev classeswhite Gaussian noisecuboidal classesellipsoidal classesPaley-Wiener classes

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Numerical smoothing, curve fitting (65D10) Minimax procedures in statistical decision theory (62C20) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38) Variational inequalities (49J40)

Recommendations

• Minimax revisited. I
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Cites work

• scientific article; zbMATH DE number 486467 (Why is no real title available?)
• scientific article; zbMATH DE number 3016199 (Why is no real title available?)
• Asymptotically efficient estimation for analytic distributions
• Bounds for the Risks of Non-Parametric Regression Estimates
• Minimax revisited. I
• Minimax risk over hyperrectangles, and implications
• On Nonparametric Estimation of the Value of a Linear Functional in Gaussian White Noise
• On minimax estimation of a sparse normal mean vector
• One-sided inference about functionals of a density
• Pointwise and sup-norm sharp adaptive estimation of functions on the Sobolev classes
• Statistical estimation and optimal recovery

Cited in

(8)

• Minimax linear estimation on the half-line via Mellin transform
• Renormalizing upper and lower bounds for integrated risk in the white noise model
• Why minimax is not that pessimistic
• Minimax nonparametric estimation on maxisets
• Minimax revisited. I
• The Pinsker bound in mixed Gaussian white noise
• Lower bound in regression for functional data by representation of small ball probabilities
• Quantized minimax estimation over Sobolev ellipsoids

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