Asymptotic minimax risk of predictive density estimation for non-parametric regression

DOI10.3150/09-BEJ222zbMath1345.62065arXiv1010.2064MaRDI QIDQ453278

Xinyi Xu, Feng Liang

Publication date: 19 September 2012

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1010.2064

zbMATH Keywords

convergence rate; asymptotic minimax risk; predictive density; non-parametric regression; pinsker's theorem

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G07: Density estimation

62G20: Asymptotic properties of nonparametric inference

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