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Lower bounds in estimation at a point under multi-index constraint

Article ID Journal Published Year Pages File Type
7548230 Statistics & Probability Letters 2018 7 Pages PDF
Abstract
In the framework of nonparametric anisotropic multivariate function estimation we study the lower bounds for the minimax risk. It is shown that the multi-index assumption leads to new minimax lower bounds containing a logarithmic factor.
Keywords
62G2062G0562G08Nonparametric function estimationMulti-index modelMinimax
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
Lower bounds in estimation at a point under multi-index constraint
Authors
Nora Serdyukova,
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Journal
Statistics & Probability Letters
Journal: Statistics & Probability Letters
Related Categories
62G20
62G05
62G08
Nonparametric function estimation
Multi-index model
Minimax
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