Minimax rate adaptive estimation over continuous hyper-parameters

Date
2001-01-01
Authors
Yang, Yuhong
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Altmetrics
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Statistics
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Statistics
Abstract

We study minimax-rate adaptive estimation for density classes indexed by continuous hyper-parameters. The classes are assumed to be partially ordered in terms of inclusion relationship. Under a mild condition on the minimax risks, we show that a minimax-rate adaptive estimator can be constructed for the classes

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This preprint was published as Yuhong Yang, "Minimax Rate Adaptive Estimation Over Continuous Hyper-Parameters", IEEE Transactions on Information Theory (2001): 2081-2085, doi: 10.1109/18.930947.

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