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) |
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Pages (from-to) | 2081-2085 |
Number of pages | 5 |
Journal | IEEE Transactions on Information Theory |
Volume | 47 |
Issue number | 5 |
DOIs | |
State | Published - Jul 2001 |
Keywords
- Adaptive density estimation
- Combining procedures
- Minimax-rate adaptation