scientific article; zbMATH DE number 3907540

zbMATH Open0568.62003MaRDI QIDQ3684973FDOQ3684973

Authors: Patrice Assouad 

Publication date: 1983

Title of this publication is not available (Why is that?)

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zbMATH Keywords

hypercubeloss functionHellinger metricLipschitz equivalentlower bound for the minimax riskupper bound for the metric dimension

Mathematics Subject Classification ID

Statistical decision theory (62C99) General considerations in statistical decision theory (62C05)

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• Frame-constrained total variation regularization for white noise regression
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• Optimal rates of convergence for covariance matrix estimation
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• Fast learning rates in statistical inference through aggregation
• A strong converse bound for multiple hypothesis testing, with applications to high-dimensional estimation
• Discrete minimax estimation with trees
• Minimax Optimal Procedures for Locally Private Estimation
• Stabilité et instabilité du risque minimax pour des variables indépendantes équidistribuées
• On estimating a density using Hellinger distance and some other strange facts
• Minimax estimation of large precision matrices with bandable Cholesky factor
• Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation
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• The minimax learning rates of normal and Ising undirected graphical models
• Statistical estimation of ergodic Markov chain kernel over discrete state space
• Density estimation by kernel and wavelets methods: optimality of Besov spaces
• Classification with minimax fast rates for classes of Bayes rules with sparse representation
• A lower bound on the release of differentially private integer partitions
• Obtaining minimax lower bounds: a review
• Data compression and histograms
• Replicant compression coding in Besov spaces
• Optimal estimation of the mean function based on discretely sampled functional data: phase transition
• Estimator selection with respect to Hellinger-type risks
• Optimal rates of convergence for sparse covariance matrix estimation
• Statistical estimation with model selection
• A universally acceptable smoothing factor for kernel density estimates

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