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) |
|---|---|
| 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