Concepedia

Minimax Rates

Minimax Rates is a theoretical construct in nonparametric econometrics that represents the optimal rate of convergence for the worst-case risk over a function class, distinguishing itself by balancing the trade-off between estimation error and model complexity under minimal assumptions on the underlying data-generating process.

473

Publications

33.6K

Citations

536

Authors

284

Institutions

Publications per year

2017–2026

144

Parents

Publications

473

Minimax estimation via wavelet shrinkage

David L. Donoho, Iain M. Johnstone · The Annals of Statistics · 1998 · 1K citations · Full text

, , +13

Local Privacy and Statistical Minimax Rates

John C. Duchi, Michael I. Jordan, Martin J. Wainwright · 2013 · 990 citations

, , +15

Local Linear Regression Smoothers and Their Minimax Efficiencies

Jianqing Fan · The Annals of Statistics · 1993 · 903 citations · Full text

, , +16

Density estimation by wavelet thresholding

David L. Donoho, Iain M. Johnstone, Gérard Kerkyacharian et al. · The Annals of Statistics · 1996 · 773 citations · Full text

, , +15

Estimating Divergence Functionals and the Likelihood Ratio by Convex Risk Minimization

XuanLong Nguyen, Martin J. Wainwright, Michael I. Jordan · IEEE Transactions on Information Theory · 2010 · 672 citations · Full text

, , +15

1–5 of 473

Authors

536

  1. TC
    Tommaso Cai

    University of Pennsylvania, United States

    21 publications · 2.3K citations

    17

    h-index

  2. MJ
    Martin J. Wainwright

    University of California, Berkeley, United States

    21 publications · 4K citations

    16

    h-index

  3. HH
    Harrison H. Zhou

    Yale University, United States

    13 publications · 1.1K citations

    13

    h-index

  4. JC
    John C. Duchi

    Stanford University, United States

    12 publications · 2.4K citations

    12

    h-index

  5. JJ
    Jiantao Jiao

    Stanford University, United States

    10 publications · 218 citations

    10

    h-index

1–5 of 536

Institutions

284

  1. University of Pennsylvania

    Philadelphia, United States

    24 h-index

    54 publications

    5.4K citations

  2. University of California, Berkeley

    Berkeley, United States

    20 h-index

    56 publications

    11.1K citations

  3. Stanford University

    Stanford, United States

    18 h-index

    50 publications

    9.5K citations

  4. Yale University

    New Haven, United States

    17 h-index

    36 publications

    4.3K citations

  5. Carnegie Mellon University

    Pittsburgh, United States

    16 h-index

    45 publications

    2.3K citations

  6. University of Chicago

    Chicago, United States

    15 h-index

    27 publications

    1.2K citations

  7. Sorbonne Université

    Paris, France

    14 h-index

    25 publications

    2.5K citations

  8. Université Paris Cité

    Paris, France

    12 h-index

    23 publications

    4.4K citations

1–8 of 284

Venues

  1. The Annals of Statistics

    127 publications · 12.5K citations

    55

    h-index

  2. arXiv (Cornell University)

    Repository · 82 publications · 3.3K citations

    31

    h-index

  3. IEEE Transactions on Information Theory

    33 publications · 3.2K citations

    25

    h-index

  4. Bernoulli

    24 publications · 1.4K citations

    20

    h-index

  5. Electronic Journal of Statistics

    26 publications · 932 citations

    16

    h-index

1–5