Estimating a density under order restrictions: Nonasymptotic minimax risk (Q1094770): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Import241208061232 (talk | contribs)
Normalize DOI.
 
(One intermediate revision by one other user not shown)
Property / DOI
 
Property / DOI: 10.1214/aos/1176350488 / rank
Normal rank
 
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1214/aos/1176350488 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2014255551 / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1214/AOS/1176350488 / rank
 
Normal rank

Latest revision as of 15:23, 10 December 2024

scientific article
Language Label Description Also known as
English
Estimating a density under order restrictions: Nonasymptotic minimax risk
scientific article

    Statements

    Estimating a density under order restrictions: Nonasymptotic minimax risk (English)
    0 references
    0 references
    1987
    0 references
    Let us consider the class of all unimodal densities defined on some interval of length L and bounded by H; we shall study the minimax risk over this class, when we estimate using n i.i.d. observations, the loss being measured by the \({\mathbb{L}}^ 1\) distance between the estimator and the true density. We shall prove that if \(S=Log(HL+1)\), upper and lower bounds for the risk are of the form \(C(S/n)^{1/3}\) and the ratio between those bounds is smaller than 44 when S/n is smaller than \(220^{-1}\).
    0 references
    oder restrictions
    0 references
    nonasymptotic minimax risk
    0 references
    rates of convergence of estimates
    0 references
    unimodal densities
    0 references
    upper and lower bounds
    0 references

    Identifiers