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Introduction to adaptive estimation

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In this talk I discuss in elementary way the selection from given family of estimators and what is now called oracle approach (oracle inequalities). Oracle inequalities, when available, are very informative tools for deriving minimax and minimax adaptive results. One of the aims of this talk is to show how to deduce quite different results from single oracle inequality. No special knowledge is supposed in order to follow the presentation.

This talk is part of the Statistics series.

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