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Lower Bounds for Function Estimation

In: Festschrift for Lucien Le Cam

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  • Catherine Huber

    (Université Paris V)

Abstract

Over the last thirty years, it has been recognized that a common abstract framework underlies many basic problems of nonparametric estimation. In that framework, f is an unknown function to be estimated, known to belong to a class.P of smooth functions, and an observation X is available in order to perform the estimation. The X has its values in a measurable space (E,13) and obeys a probability law indexed by f and denoted Pf. The set of all probabilities P 9 where g varies in.P is denoted P.

Suggested Citation

  • Catherine Huber, 1997. "Lower Bounds for Function Estimation," Springer Books, in: David Pollard & Erik Torgersen & Grace L. Yang (ed.), Festschrift for Lucien Le Cam, chapter 15, pages 245-258, Springer.
    • Handle: RePEc:spr:sprchp:978-1-4612-1880-7_15
    DOI: 10.1007/978-1-4612-1880-7_15
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