Title :
Minimax rate adaptive estimation over continuous hyper-parameters
Author_Institution :
Dept. of Stat., Iowa State Univ., Ames, IA, USA
fDate :
7/1/2001 12:00:00 AM
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
Keywords :
adaptive estimation; information theory; minimax techniques; parameter estimation; continuous hyper-parameters; density classes; inclusion relationship; information theoretic tools; minimax-rate adaptive estimation; piecewise Besov classes; Adaptive estimation; Approximation methods; Convergence; Density functional theory; Density measurement; Loss measurement; Minimax techniques; Multidimensional systems; Statistics;
Journal_Title :
Information Theory, IEEE Transactions on
