Minimax bounds for estimating multivariate Gaussian location mixtures
Sign Up to like & getrecommendations! Published in 2022 at "Electronic Journal of Statistics"
DOI: 10.1214/21-ejs1975
Abstract: We prove minimax bounds for estimating Gaussian location mixtures on $\mathbb{R}^d$ under the squared $L^2$ and the squared Hellinger loss functions. Under the squared $L^2$ loss, we prove that the minimax rate is upper and… read more here.
Keywords: minimax bounds; loss; location mixtures; gaussian location ... See more keywords
Empirical Squared Hellinger Distance Estimator and Generalizations to a Family of α-Divergence Estimators
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DOI: 10.3390/e25040612
Abstract: We present an empirical estimator for the squared Hellinger distance between two continuous distributions, which almost surely converges. We show that the divergence estimation problem can be solved directly using the empirical CDF and does… read more here.
Keywords: family; squared hellinger; hellinger distance; divergence ... See more keywords