Minimax risk over hyperrectangles, and implications
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Publication:918067
DOI10.1214/aos/1176347758zbMath0705.62018OpenAlexW2004853061MaRDI QIDQ918067
David L. Donoho, Richard C. Liu, K. Brenda MacGibbon
Publication date: 1990
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176347758
ellipsoidswhite noiseBernstein and Kolmogorov n-widthsestimating bounded normal meanfull problemhardest rectangular subproblemhyperrectanglesIbragimov-Khas'minskij constantMinimax linear estimatorsminimax risk among linear estimatesminimax risk among truncated series estimatesnonlinear estimatesorthosymmetric quadratically convex setstandard Gaussian shift
Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Minimax procedures in statistical decision theory (62C20)
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