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October 1999 Information-theoretic determination of minimax rates of convergence
Yuhong Yang, Andrew Barron
Ann. Statist. 27(5): 1564-1599 (October 1999). DOI: 10.1214/aos/1017939142

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.

Citation

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Yuhong Yang. Andrew Barron. "Information-theoretic determination of minimax rates of convergence." Ann. Statist. 27 (5) 1564 - 1599, October 1999. https://doi.org/10.1214/aos/1017939142

Information

Published: October 1999
First available in Project Euclid: 23 September 2004

zbMATH: 0978.62008
MathSciNet: MR2001G:62006
Digital Object Identifier: 10.1214/aos/1017939142

Subjects:
Primary: 62G07
Secondary: 62B10, 62C20, 94A29

Rights: Copyright © 1999 Institute of Mathematical Statistics

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Vol.27 • No. 5 • October 1999
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