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Minimax lower bounds and moduli of continuity

✍ Scribed by Geurt Jongbloed

Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
87 KB
Volume
50
Category
Article
ISSN
0167-7152

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✦ Synopsis

The asymptotic behaviour of the minimax risk can be used as a measure of how 'hard' an estimation problem is. We relate the asymptotic behaviour of this quantity to an appropriate modulus of continuity, using elementary ideas and techniques only.

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