Renormalizing upper and lower bounds for integrated risk in the white noise model

DOI10.1214/aos/1176349137zbMath0795.62038OpenAlexW2012079463MaRDI QIDQ688367

Mark G. Low

Publication date: 13 September 1994

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

Full work available at URL: https://doi.org/10.1214/aos/1176349137

zbMATH Keywords

boundsinvariance propertiesminimax riskwhite noise modelnon-ellipsoidal sets

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05)

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