RENORMALIZING UPPER AND LOWER BOUNDS FOR INTEGRATED RISK IN THE WHITE-NOISE MODEL

Authors
LOW MG
Citation
Mg. Low, RENORMALIZING UPPER AND LOWER BOUNDS FOR INTEGRATED RISK IN THE WHITE-NOISE MODEL, Annals of statistics, 21(2), 1993, pp. 577-589
Citations number
18
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Annals of statistics → ACNP
ISSN journal
00905364
Volume
21
Issue
2
Year of publication
1993
Pages
577 - 589
Database
ISI
SICI code
0090-5364(1993)21:2<577:RUALBF>2.0.ZU;2-F
Abstract
Renormalization arguments are used to derive optimal rates of converge nce, under integrated squared error loss, for parameter spaces having a certain rectangular structure.