Minimax lower bounds and moduli of continuity

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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Year of publication:	2000
Authors:	Jongbloed, Geurt
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 50.2000, 3, p. 279-284
Publisher:	Elsevier
Keywords:	Minimax risk Continuity modulus Density estimation Decreasing density

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005053159