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Minimax rate for isotonic sequence estimation
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Area of mathematics
Probability and statistics
Statistical inference
Nonparametric statistics
Nonparametric regression
Isotonic regression
2026-09-28
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For bounded
monotone sequences
observed with independent regular
location
noise
, the normalized squared-error
minimax
risk
is of order
n
−
2/3
.
Ancestors
(8)
Isotonic regression
Nonparametric regression
Nonparametric statistics
Statistical inference
Probability and statistics
Area of mathematics
Mathematics
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Past exam of the mathematics course of the University of Cambridge
/
2023
/
iii
/
Paper 210
/
4
/
Solution
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