Efficient estimation of integral functionals of a density
From MaRDI portal
Publication:1816590
DOI10.1214/AOS/1032894458zbMath0859.62038OpenAlexW1978553024MaRDI QIDQ1816590
Publication date: 9 April 1997
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1032894458
projectionskernel estimatorsHilbert spacesFourier seriesTaylor expansiondensity estimationefficient estimatorsfunctionals of densitiesL2-spacesintegrated squared densitylinear and quadratic functionalssemiparametric Cramer-Rao bound
Related Items (47)
Minimax estimation of norms of a probability density. I: Lower bounds ⋮ Visually Communicating and Teaching Intuition for Influence Functions ⋮ Asymptotic normality of quadratic estimators ⋮ Donsker-type theorems for nonparametric maximum likelihood estimators ⋮ Nonparametric Bernstein-von Mises theorems in Gaussian white noise ⋮ Estimation of the Sobol indices in a linear functional multidimensional model ⋮ A Bernstein-von Mises theorem for smooth functionals in semiparametric models ⋮ Unnamed Item ⋮ Efficient functional estimation and the super-oracle phenomenon ⋮ Uniform convergence of convolution estimators for the response density in nonparametric regression ⋮ Estimation of quadratic functionals of a density ⋮ Online estimation of integrated squared density derivatives ⋮ Discussion of ``On nearly assumption-free tests of nominal confidence interval coverage for causal parameters estimated by machine learning ⋮ On mutual information estimation for mixed-pair random variables ⋮ Efficient multivariate entropy estimation via \(k\)-nearest neighbour distances ⋮ Statistical estimation of the Shannon entropy ⋮ Adaptive quadratic functional estimation of a weighted density by model selection ⋮ Goodness-of-fit testing and quadratic functional estimation from indirect observations ⋮ Statistical inference for spatial statistics defined in the Fourier domain ⋮ Fourier series-based direct plug-in bandwidth selectors for kernel density estimation ⋮ Rootnconsistent density estimators for sums of independent random variables ⋮ Optimal rates of entropy estimation over Lipschitz balls ⋮ Optimal estimation of variance in nonparametric regression with random design ⋮ Minimax estimation of the integral of a power of a density ⋮ Statistical estimation of quadratic Rényi entropy for a stationarym-dependent sequence ⋮ On efficiency of the plug-in principle for estimating smooth integrated functionals of a nonincreasing density ⋮ Adaptive estimation of a quadratic functional of a density by model selection ⋮ Adaptive nonparametric confidence sets ⋮ A new large deviation inequality for U-statistics of order 2 ⋮ Parseval inequalities and lower bounds for variance-based sensitivity indices ⋮ Optimal rates for independence testing via $U$-statistic permutation tests ⋮ Recursive estimators of integrated squared density derivatives ⋮ A simple adaptive estimator of the integrated square of a density ⋮ Efficient estimation of smooth functionals in Gaussian shift models ⋮ Estimation of entropy-type integral functionals ⋮ Quadratic semiparametric von Mises calculus ⋮ Estimation of smooth functionals in normal models: bias reduction and asymptotic efficiency ⋮ Efficient estimation of conditional covariance matrices for dimension reduction ⋮ Estimating nonquadratic functionals of a density using Haar wavelets ⋮ On integral functionals of a density ⋮ Nonparametric confidence intervals for the integral of a function of an unknown density ⋮ On estimation of \(L_r\)-norms in Gaussian white noise models ⋮ Estimation of smooth functionals in high-dimensional models: bootstrap chains and Gaussian approximation ⋮ Adaptive estimation of a quadratic functional by model selection. ⋮ On nonparametric tests of positivity/monotonicity/convexity ⋮ Efficient estimation of sensitivity indices ⋮ Functional convergence of sequential \(U\)-processes with size-dependent kernels
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Minimax quadratic estimation of a quadratic functional
- Estimation of integrated squared density derivatives
- Asymptotically normal families of distributions and efficient estimation
- Estimation of integral functionals of a density
- Approximation Theorems of Mathematical Statistics
- Some Problems on Nonparametric Estimation in Gaussian White Noise
- Entropy-Based Tests of Uniformity
- On a Non-Parametric Analogue of the Information Matrix
- A Class of Statistics with Asymptotically Normal Distribution
This page was built for publication: Efficient estimation of integral functionals of a density
