In 1990, I. Ibragimov and R. Khasminskiĭ have established some general minimax lower bounds of risk functions for probability density estimates. Here analogous results are proved for some other nonparametric estimation problems. Bibliography: 6 titles.
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I. Ibragimov and R. Khasminskiĭ, “On density estimation in the view of Kolmogorov’s ideas in approximation theory,” Ann. Statist., 18, 999–1010 (1990).
I. A. Ibragimov and R. Z. Khasminskiĭ, Statistical Estimation Theory [in Russian], Moscow (1979).
M. A. Lifshits, Gaussian Random Functions [in Russian], Kiev (1995).
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M. Brown, “Discrimination of Poisson processes,” Ann. Math. Statist., 42, 773–776 (1971).
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Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 396, 2011, pp. 102–110.
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Ibragimov, I.A. Lower bounds for risk functions in nonparametric estimation problems. J Math Sci 188, 694–699 (2013). https://doi.org/10.1007/s10958-013-1160-9
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DOI: https://doi.org/10.1007/s10958-013-1160-9