Abstract
The information inequality has been shown to be an effective tool for providing lower bounds for the minimax risk. Bounds based on the chi-square distance can sometimes offer a considerable improvement especially when applied iteratively. This paper compares these two methods in four examples including the bounded normal mean problem as well as obervations from a Poisson distribution.
Information
Published: 1 January 2010
First available in Project Euclid: 26 October 2010
MathSciNet: MR2798508
Digital Object Identifier: 10.1214/10-IMSCOLL602
Subjects:
Primary:
62G07
Secondary:
62G20
Keywords:
Bounded normal mean
,
chi-square distance
,
Information inequality
,
minimax lower bound
Rights: Copyright © 2010, Institute of Mathematical Statistics
