Information-Theoretic Determination of Minimax Rates of Convergence
Information-Theoretic Determination of Minimax Rates of Convergence
Date
1997-03-01
Authors
Yang, Yuhong
Barron, Andrew
Barron, Andrew
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Altmetrics
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Statistics
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Statistics
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.
Comments
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.