Exact Minimax Strategies for Predictive Density Estimation, Data Compression, and Model Selection

DOI10.1109/TIT.2004.836922zbMath1315.94022MaRDI QIDQ3547248

Feng Liang, Andrew R. Barron

Publication date: 21 December 2008

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Density estimation (62G07) Minimax procedures in statistical decision theory (62C20) Minimax problems in mathematical programming (90C47) Information theory (general) (94A15)

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