ConceptMinimax Rate
Minimax Rate
A core concept in nonparametric statistical estimation theory that characterizes the optimal estimator minimizing worst-case expected risk over all possible true parameter configurations. The rate at which this risk decays as the sample size n increases is the minimax rate.
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Oct 14
Under the condition that the density has an upper bound and is bounded away from zero, the gap between the risk upper and lower bounds derived in this study in terms of convergence rate exponents can be arbitrarily small.
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