Information-Theoretic Determination of Minimax Rates of Convergence
Date
1997-03-01
Authors
Yang, Yuhong
Barron, Andrew
Major Professor
Advisor
Committee Member
Journal Title
Journal ISSN
Volume Title
Publisher
Authors
Research Projects
Organizational Units
Organizational Unit
Statistics
As leaders in statistical research, collaboration, and education, the Department of Statistics at Iowa State University offers students an education like no other. We are committed to our mission of developing and applying statistical methods, and proud of our award-winning students and faculty.
Journal Issue
Is Version Of
Versions
Series
Department
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.