Information-Theoretic Determination of Minimax Rates of Convergence

Thumbnail Image
Date
1997-03-01
Authors
Yang, Yuhong
Barron, Andrew
Major Professor
Advisor
Committee Member
Journal Title
Journal ISSN
Volume Title
Publisher
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.

Series Number
Journal Issue
Is Version Of
Versions
Series
Academic or Administrative Unit
Type
article
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.

Rights Statement
Copyright
Funding
Subject Categories
DOI
Supplemental Resources
Source
Collections