Mathematical statistics. Asymptotic minimax theory

MaRDI QIDQ3077022zbMATH OpenFDO

Authors Olga Korosteleva, Alexander Korostelev

Publication date 21 February 2011

zbMATH Keywords

nonparametric regressionefficiencychange pointsmaximum likelihood estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Minimax procedures in statistical decision theory (62C20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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Cited in

(19)

• Mathematical theory of statistics. Statistical experiments and asymptotic decision theory
• Modern nonparametric statistics: going beyond asymptotic minimax. Abstracts from the workshop held March 28th -- April 3rd, 2010.
• Mathematical statistics. Basic ideas and selected topics. Volume I
• Asymptotic theory of statistics and probability
• Variational multiscale nonparametric regression: smooth functions
• Multiscale change-point segmentation: beyond step functions
• High-dimensional change-point detection under sparse alternatives
• Parametric scenario optimization under limited data: a distributionally robust optimization view
• Theory and methods of statistics
• scientific article; zbMATH DE number 2246227 (Why is no real title available?)
• Pretty good measurement for bosonic Gaussian ensembles
• \(U\)-statistics, \(M_m\)-estimators and resampling
• Modern concepts and theorems of mathematical statistics
• Adaptive estimation in the single-index model via oracle approach
• A tutorial on Fisher information
• scientific article; zbMATH DE number 3860175 (Why is no real title available?)
• On the asymptotic information bound
• Introduction to nonparametric estimation
• Larry Brown's contributions to parametric inference, decision theory and foundations: a survey

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