Minimax bounds for estimating multivariate Gaussian location mixtures

DOI10.1214/21-EJS1975MaRDI QIDQ2136650

Adityanand Guntuboyina, Arlene K. H. Kim

Publication date: 11 May 2022

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2012.00444

zbMATH Keywords

curse of dimensionalityminimax lower boundsAssouad's lemmaalmost parametric rate of convergencemultivariate normal location mixtures

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites Work

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• General maximum likelihood empirical Bayes estimation of normal means
• Wiener-Hermite polynomial expansion for multivariate Gaussian probability measures
• Asymptotic Statistics
• Estimation of analytic functions

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