Functional Regression for General Exponential Families

Details Functional Regression for General Exponential Families Functional Regression for General Exponential Families

2010-01-21

arxiv.org/abs/1001.3742v1

Mathematics

Statistics Theory

30 pages and we use the following class and style files that required by IMS for The Annals of Statistics: imsart.cls, imsart.

Scientific paper

The paper derives a minimax lower bound for rates of convergence for an
infinite-dimensional parameter in an exponential family model. An estimator
that achieves the optimal rate is constructed by maximum likelihood on
finite-dimensional approximations with parameter dimension that grows with
sample size.

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