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Information-Theoretic Determination of Minimax Rates of Convergence

Yuhong Yang and Andrew Barron
The Annals of Statistics
Vol. 27, No. 5 (Oct., 1999), pp. 1564-1599
Stable URL: http://www.jstor.org/stable/2674082
Page Count: 36
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Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
Information-Theoretic Determination of Minimax Rates of Convergence
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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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