Minimax rate adaptive estimation over continuous hyper-parameters

Y. Yang

doi:10.1109/18.930947

Minimax rate adaptive estimation over continuous hyper-parameters

Y. Yang

Statistics (Twin Cities)

Research output: Contribution to journal › Article

5 Scopus citations

Abstract

We study minimax-rate adaptive estimation for density classes indexed by continuous hyper-parameters. The classes are assumed to be partially ordered in terms of inclusion relationship. Under a mild condition on the minimax risks, we show that a minimax-rate adaptive estimator can be constructed for the classes.

Original language	English (US)
Pages (from-to)	2081-2085
Number of pages	5
Journal	IEEE Transactions on Information Theory
Volume	47
Issue number	5
DOIs	https://doi.org/10.1109/18.930947
State	Published - Jul 2001

Keywords

Adaptive density estimation
Combining procedures
Minimax-rate adaptation

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Yang, Y. (2001). Minimax rate adaptive estimation over continuous hyper-parameters. IEEE Transactions on Information Theory, 47(5), 2081-2085. https://doi.org/10.1109/18.930947

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