On minimax estimation of infinite dimensional vector of binomial proportions
author: Eduard Belitser,
Utrecht University
published: Feb. 25, 2007, recorded: October 2005, views: 3498
published: Feb. 25, 2007, recorded: October 2005, views: 3498
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Description
We consider the problem of minimax estimation of infinite dimensional vector of binomial proportions. Under some conditions we derive the asymptotic behavior of the minimax risk over some nonparametric classes. Further, we discuss the issue of adaptation and the problem of optimal allocation of observations.
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