On the risk of estimates for block decreasing densities

DOI10.1016/S0047-259X(02)00028-3zbMath1025.62015OpenAlexW2085861256MaRDI QIDQ1400148

Gérard Biau, Luc P. Devroye

Publication date: 13 August 2003

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0047-259x(02)00028-3

zbMATH Keywords

bandwidth selectionminimax riskmultivariate density estimationblock decreasing densityvariable kernel estimate

Mathematics Subject Classification ID

Density estimation (62G07) Estimation in multivariate analysis (62H12) Minimax procedures in statistical decision theory (62C20)

Related Items (8)

Nonparametric estimation of multivariate scale mixtures of uniform densities ⋮ Local asymptotic minimax theory for block-decreasing densities ⋮ Global rates of convergence of the MLE for multivariate interval censoring ⋮ Entropy estimate for high-dimensional monotonic functions ⋮ Limit distribution theory for block estimators in multiple isotonic regression ⋮ High-dimensional nonparametric density estimation via symmetry and shape constraints ⋮ Discrete minimax estimation with trees ⋮ Optimal \(L_{1}\) bandwidth selection for variable kernel density estimates

Uses Software

• pyuvdata

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Local data-driven bandwidth choice for density estimation
• The Grenander estimator: A nonasymptotic approach
• A note on the \(L_ 1\) consistency of variable kernel estimates
• Estimating a density under order restrictions: Nonasymptotic minimax risk
• Variable window width kernel estimates of probability densities
• On the risk of histograms for estimating decreasing densities
• On global properties of variable bandwidth density estimators
• Variable kernel density estimation
• The silhouette, concentration functions and ML-density estimation under order restrictions.
• On bandwidth variation in kernel estimates. A square root law
• Improved variable window kernel estimates of probability densities
• Measuring mass concentrations and estimating density contour clusters -- An excess mass approach
• Density estimation under qualitative assumptions in higher dimensions
• On estimating a density using Hellinger distance and some other strange facts
• [https://portal.mardi4nfdi.de/wiki/Publication:3048064 Estimation des densit�s: risque minimax]
• A simulative comparison of linear, quadratic and kernel discrimination
• Variable Kernel Estimates of Multivariate Densities
• On Locally Adaptive Density Estimation
• Zero-Bias Locally Adaptive Density Estimators
• The strong uniform convergence of multivariate variable kernel estimates
• General conditional specification models
• Enumeration of Seven-Argument Threshold Functions
• A Note on Estimating a Unimodal Density
• Maximum Likelihood Estimation of a Unimodal Density Function
• Maximum Likelihood Estimation of a Unimodal Density, II
• Combinatorial methods in density estimation

This page was built for publication: On the risk of estimates for block decreasing densities