A general lower bound of minimax risk for absolute‐error loss

DOI10.2307/3315347MaRDI QIDQ4381860zbMATH OpenOpenAlexFDO

Authors Jeesen Chen

Publication date 19 October 1998

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3315347

zbMATH Keywords

absolute-error lossconvergence ratesdensity estimationHellinger distanceHellinger moduluslower boundminimax riskunified estimation theory

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Density estimation (62G07) Estimation in multivariate analysis (62H12)

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Cites work

• A lower bound on the error in nonparametric regression type problems
• A regression type problem
• Estimation des densit�s: risque minimax
• Geometrizing rates of convergence. II
• Geometrizing rates of convergence. III
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• Rates of convergence for minimum contrast estimators
• Rates of convergence of minimum distance estimators and Kolmogorov's entropy

Cited in

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• Lower bounds in estimation at a point under multi-index constraint
• Minimax risk bounds in extreme value theory
• Error bounds for a near-minimax approximation
• Minimax revisited. I
• scientific article; zbMATH DE number 5926544 (Why is no real title available?)
• scientific article; zbMATH DE number 6118058 (Why is no real title available?)
• PERFORMANCE LIMITS FOR ESTIMATORS OF THE RISK OR DISTRIBUTION OF SHRINKAGE-TYPE ESTIMATORS, AND SOME GENERAL LOWER RISK-BOUND RESULTS
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• Risk bounds for new M-estimation problems

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