Mukhwana Moses Kololi

Asymptotic Properties of a MiniMax-Optimal Estimator for an Arbitrary Non-Smooth Functional

This paper revisits the estimation of the non-smooth functional from a Gaussian observation , and studies the finite-sample and asymptotic behaviour of a minimax-optimal estimator constructed by best polynomial approximation and Hermite-polynomial moment estimation. Building on the sharp minimax framework of Cai and Lo...