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Testing composite hypotheses, Hermite polynomials and optimal estimation of a nonsmooth functional
Best polynomial approximation ℓ 1 norm composite hypothe-ses Hermite polynomial minimax lower bound nonsmooth functional optimal rate of convergence
2011/6/17
A general lower bound is developed for the minimax risk when
estimating an arbitrary functional. The bound is based on testing
two composite hypotheses and is shown to be effective in estimating
th...