On minimax estimation of a sparse normal mean vector

DOI10.1214/aos/1176325368zbMath0816.62007OpenAlexW2023922195MaRDI QIDQ1327841

Iain M. Johnstone

Publication date: 29 June 1994

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176325368

zbMATH Keywords

robustnessGaussian white noiseFisher informationwavelet basesminimax riskleast favorable priornearly black objectcontamination by additive noisegeometric contaminationleast Fisher informationpartial asymptotic expansion

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Point estimation (62F10) Minimax procedures in statistical decision theory (62C20)

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