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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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.

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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.

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