Preprint #97-28
 
 
    Information-Theoretic Determination of Minimax Rates of Convergence
 
by
 
Yuhong Yang and Andrew Barron
 
 
 
Abstract

In this paper, 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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