Asymptotically minimax prediction in infinite sequence models

DOI10.1214/17-EJS1312zbMath1373.62039arXiv1606.07896OpenAlexW2471188518MaRDI QIDQ2408233

Fumiyasu Komaki, Keisuke Yano

Publication date: 12 October 2017

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

Full work available at URL: https://arxiv.org/abs/1606.07896

zbMATH Keywords

adaptivityKullback-Leibler divergencenonparametric statisticspredictive distributionStein's prior

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20)

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