scientific article; zbMATH DE number 3907540
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Publication:3684973
zbMATH Open0568.62003MaRDI QIDQ3684973FDOQ3684973
Authors: Patrice Assouad
Publication date: 1983
Title of this publication is not available (Why is that?)
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hypercubeloss functionHellinger metricLipschitz equivalentlower bound for the minimax riskupper bound for the metric dimension
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- Minimax optimal estimation of general bandable covariance matrices
- Frame-constrained total variation regularization for white noise regression
- Global and individualized community detection in inhomogeneous multilayer networks
- 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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