Universiteit Utrecht

Department of Mathematics


On minimax estimation of infinite (high-) dimensional vector of binomial proportions



Eduard Belitser, February 18, 2004

We consider the problem of minimax estimation of infinite (high-) 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 (empirical) Bayesian adaptation and the problem of optimal allocation of observations.


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Igor Grubisic (grubisic@math.uu.nl)