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.
Original language | English (US) |
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Pages (from-to) | 1564-1599 |
Number of pages | 36 |
Journal | Annals of Statistics |
Volume | 27 |
Issue number | 5 |
State | Published - Oct 1999 |
Keywords
- Density estimation
- Kullback - Leibler distance
- Metric entropy
- Minimax risk