Browsing ECO Working Papers by Subject "Nonparametric inference"

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Title: How to Attain Minimax Risk with Applications to Distribution-Free Nonparametric Estimation and Testing Author(s): SCHLAG, Karl H. Date: 2007 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: We show how to a derive exact distribution-free nonparametric results for minimax risk when underlying random variables have known finite bounds and means are the only parameters of interest. Transform the data with a ...

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