During the years 1975-1990 a major emphasis in nonparametric estimation was put on computing the asymptotic minimax risk for many classes of functions. Modern statistical practice indicates some serious limitations of the asymptotic minimax approach and calls for some new ideas and methods which can cope with the numerous challenges brought to statisticians by modern sets of data.
Cite this article
Lucien Birgé, Iain M. Johnstone, Vladimir Spokoiny, Modern Nonparametric Statistics: Going Beyond Asymptotic Minimax. Oberwolfach Rep. 7 (2010), no. 1, pp. 883–939DOI 10.4171/OWR/2010/16