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  • Search: subject:"minimax theory"
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Subject
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minimax theory 8 game theory 4 Borel measures 3 infinite dimensional separation 3 noncooperative game theory 3 weak compactness 3 Adaptation 2 Estimation theory 2 Lagrangian and linear programming duality 2 Minimax Theory 2 Nichtparametrisches Verfahren 2 Nonparametric statistics 2 Schätztheorie 2 convex analysis 2 finite dimensional separation 2 finite dimensional separation of convex sets 2 generalized convexity 2 Adaptive 1 Bayes-Statistik 1 Bayesian Nonparametrics 1 Bayesian inference 1 Besov spaces 1 Copula density 1 Dependence 1 Exact Concentration Rates 1 Goodness-of-fit test 1 Hierarchical Bayes 1 IV-Schätzung 1 Instrumental Variable 1 Instrumental variables 1 Minimax theory 1 Mixing 1 Non-Parametric Regression 1 Oracle Optimality 1 Regression analysis 1 Regressionsanalyse 1 Sieve Prior 1 Testing hypothesis problems 1 minimax optimality 1 minimax optimality The objective of the present paper is to develop a minimax theory for the varying coefficient model in a non-asymptotic setting. We consider a high-dimensional sparse varying coefficient model where only few of the covariates are present and only some of those covariates are time dependent. Our analysis allows the time dependent covariates to have different degrees of smoothness and to be spatially inhomogeneous. We develop the minimax lower bounds for the quadratic risk and construct an adaptive estimator which attains those lower bounds within a constant (if all time-dependent covariates are spatially homogeneous) or logarithmic factor of the number of observations 1
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Online availability
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Free 7 Undetermined 3
Type of publication
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Book / Working Paper 8 Article 4
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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Undetermined 10 English 2
Author
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Kassay, G. 7 Frenk, Frenk, J.B.G. 4 Frenk, J.B.G. 3 Protassov, V. 3 Johannes, Jan 2 Kas, P. 2 Kolumban, J. 2 Asin, Nicolas 1 Autin, Florent 1 Gayraud, Ghislaine 1 Klopp, Olga 1 Pensky, Marianna 1 Pouet, Christophe 1 Schenk, Rudolf 1 Simoni, Anna 1 Tribouley, Karine 1
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Institution
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Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 2 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 2 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 2 Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) 1 Erasmus University Rotterdam, Econometric Institute 1
Published in...
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Annals of economics and statistics 2 ERIM Report Series Research in Management 2 Econometric Institute Research Papers 2 Research Paper / Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 2 Econometric Institute Report 1 Statistics & Risk Modeling 1 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 1 Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) 1
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Source
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RePEc 9 ECONIS (ZBW) 2 Other ZBW resources 1
Showing 11 - 12 of 12
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On Borel Probability Measures and Noncooperative Game Theory
Frenk, J.B.G.; Kassay, G.; Protassov, V. - Erasmus Research Institute of Management (ERIM), ERIM … - 2002
In this paper the well-known minimax theorems of Wald, Ville and Von Neumann are generalized under weaker topological conditions onthe payoff function Æ’ and/or extended to the larger set of the Borel probabilitymeasures instead of the set of mixed strategies.
Persistent link: https://www.econbiz.de/10005051720
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Equivalent Results in Minimax Theory
Frenk, J.B.G.; Kassay, G.; Kolumban, J. - Erasmus Research Institute of Management (ERIM), ERIM … - 2002
In this paper we review known minimax results with applications in game theory and show that these results are easy consequences of the first minimax result for a two person zero sum game with finite strategy sets published by von Neumann in 1928: Among these results are the well known minimax...
Persistent link: https://www.econbiz.de/10005051721
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