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

Nora Serdyukova

Statistics & Probability Letters, 2018, vol. 138, issue C, 183-189

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: Nonparametric function estimation; Multi-index model; Minimax (search for similar items in EconPapers)
Date: 2018
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DOI: 10.1016/j.spl.2018.02.062

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