Minimax lower bounds and moduli of continuity

Geurt Jongbloed

Statistics & Probability Letters, 2000, vol. 50, issue 3, 279-284

Abstract: 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.

Keywords: Minimax; risk; Continuity; modulus; Density; estimation; Decreasing; density (search for similar items in EconPapers)
Date: 2000
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Citations: View citations in EconPapers (2)

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