INFORMATION INEQUALITIES FOR THE MINIMAX RISK

“the effect of risk aversion on the demand for life insurance: the case of iranian life insurance market”

abstract: about 60% of total premium of insurance industry is pertained?to life policies in the world; while the life insurance total premium in iran is less than 6% of total premium in insurance industry in 2008 (sigma, no 3/2009). among the reasons that discourage the life insurance industry is the problem of adverse selection. adverse selection theory describes a situation where the inf...

Minimax Risk for Hyperrectangles

Comparison of inequalities for the minimax series via Tchebychev polynomials

In this paper several remarkable inequalities for the product with minimax series are considered and are compared via the valuation of these inequalities on Tchebyshev’s polynomials. c © 1998 Elsevier Science B.V. All rights reserved.

Two minimax inequalities in G-convex spaces

In this work we obtain two minimax inequalities in G-convex spaces which extend and improve a large number of generalizations of the Ky Fan minimax inequality and of the von Neumann–Sion minimax principle. © 2005 Elsevier Ltd. All rights reserved.

Empirical Entropy, Minimax Regret and Minimax Risk

We consider the random design regression with square loss. We propose a method that aggregates empirical minimizers (ERM) over appropriately chosen random subsets and reduces to ERM in the extreme case, and we establish exact oracle inequalities for its risk. We show that, under the −p growth of the empirical -entropy, the excess risk of the proposed method attains the rate n− 2 2+p for p ∈ (0,...