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Exact Global Minimax Risk near Nonidentification

arXiv:2610.32546v1 Announce Type: new Abstract: We study squared-error estimation when a nuisance parameter is unidentified on a submodel but affects a target that vanishes there. For models with higher-order profile expansions, we give sufficient conditions under which the largest critical-path mi…

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  1. 2026-10-26 04:00 · arXiv stat.ML
    Exact Global Minimax Risk near Nonidentification

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