Information-Theoretic Determination of Minimax Rates of Convergence

dc.contributor.author Yang, Yuhong
dc.contributor.author Barron, Andrew
dc.contributor.department Statistics
dc.date 2018-02-16T21:34:31.000
dc.date.accessioned 2020-07-02T06:55:48Z
dc.date.available 2020-07-02T06:55:48Z
dc.date.issued 1997-03-01
dc.description.abstract <p>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.</p>
dc.description.comments <p>This preprint was published as Yuhong Yand and Andrew Barron, " Information-Theoretic Determination of Minimax Rates of Convergence", <em>The Annals of Statistics</em> (1999): 1564-1599, doi: <a href="http://dx.doi.org/10.1214/aos/1017939142" target="_blank">10.1214/aos/1017939142</a>.</p>
dc.identifier archive/lib.dr.iastate.edu/stat_las_preprints/103/
dc.identifier.articleid 1102
dc.identifier.contextkey 7444053
dc.identifier.s3bucket isulib-bepress-aws-west
dc.identifier.submissionpath stat_las_preprints/103
dc.identifier.uri https://dr.lib.iastate.edu/handle/20.500.12876/90261
dc.language.iso en
dc.source.bitstream archive/lib.dr.iastate.edu/stat_las_preprints/103/1997_YangY_InformationTheoreticDetermination.pdf|||Fri Jan 14 18:18:00 UTC 2022
dc.subject.disciplines Statistics and Probability
dc.subject.keywords minimax risk
dc.subject.keywords density estimation
dc.subject.keywords metric entropy
dc.subject.keywords Kullback-Leibler distance
dc.title Information-Theoretic Determination of Minimax Rates of Convergence
dc.type article
dc.type.genre article
dspace.entity.type Publication
relation.isOrgUnitOfPublication 264904d9-9e66-4169-8e11-034e537ddbca
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