Information-Theoretic Determination of Minimax Rates of Convergence

Date
1997-03-01
Authors
Yang, Yuhong
Barron, Andrew
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Altmetrics
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Research Projects
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Statistics
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Abstract

We present some general results determining minimax bounds on statistical risk for density estimation based on certain information-theoretic considerations. These bounds depend only on metric entropy conditions and are used to identify the minimax rates of convergence.

Description

This preprint was published as Yuhong Yand and Andrew Barron, " Information-Theoretic Determination of Minimax Rates of Convergence", The Annals of Statistics (1999): 1564-1599, doi: 10.1214/aos/1017939142.

Keywords
minimax risk, density estimation, metric entropy, Kullback-Leibler distance
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