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Stabilité et instabilité du risque minimax pour des variables indépendantes équidistribuées

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Publication:795430
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zbMath0542.62018MaRDI QIDQ795430

Lucien Birgé

Publication date: 1984

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1984__20_3_201_0


zbMATH Keywords

Hellinger distanceminimax riskindependent and identically distributed random variables


Mathematics Subject Classification ID

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


Related Items (10)

Robust sub-Gaussian estimation of a mean vector in nearly linear time ⋮ Statistical estimation with model selection ⋮ Robust statistical learning with Lipschitz and convex loss functions ⋮ Estimation of the transition density of a Markov chain ⋮ Robust machine learning by median-of-means: theory and practice ⋮ Estimator selection with respect to Hellinger-type risks ⋮ A new method for estimation and model selection: \(\rho\)-estimation ⋮ Robust Bayes-like estimation: rho-Bayes estimation ⋮ Learning from MOM's principles: Le Cam's approach ⋮ Unnamed Item




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