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

DOI10.2307/3315347zbMath0897.62009OpenAlexW1983565400MaRDI QIDQ4381860

Jeesen Chen

Publication date: 19 October 1998

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

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

zbMATH Keywords

convergence ratesHellinger distancelower bounddensity estimationminimax riskabsolute-error lossHellinger modulusunified estimation theory

Mathematics Subject Classification ID

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

Related Items (1)

PERFORMANCE LIMITS FOR ESTIMATORS OF THE RISK OR DISTRIBUTION OF SHRINKAGE-TYPE ESTIMATORS, AND SOME GENERAL LOWER RISK-BOUND RESULTS

Cites Work

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• A regression type problem
• Rates of convergence of minimum distance estimators and Kolmogorov's entropy
• A lower bound on the error in nonparametric regression type problems
• Geometrizing rates of convergence. II
• Geometrizing rates of convergence. III
• Rates of convergence for minimum contrast estimators
• [https://portal.mardi4nfdi.de/wiki/Publication:3048064 Estimation des densit�s: risque minimax]

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