The asymptotic minimax constant for sup-norm loss in nonparametric density estimation

DOI10.2307/3318561zbMath0955.62037OpenAlexW2049633393MaRDI QIDQ1962616

Michael Nussbaum, Alexander Korostelev

Publication date: 10 April 2000

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3318561

zbMATH Keywords

white noiseoptimal recoveryexact constantuniform norm risk

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Minimax procedures in statistical decision theory (62C20)

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Sharp adaptive estimation of quadratic functionals ⋮ Minimax exact constant in sup-norm for nonparametric regression with random design ⋮ Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case ⋮ Probability and moment inequalities for sums of weakly dependent random variables, with applications ⋮ Sharp optimality for regression with real-time data ⋮ Adaptive estimation of a distribution function and its density in sup-norm loss by wavelet and spline projections ⋮ On adaptive inference and confidence bands ⋮ Asymptotically exact minimax estimation in sup-norm for anisotropic Hölder classes ⋮ Sharp estimation in sup norm with random design ⋮ Adaptive density estimation on bounded domains ⋮ Exact asymptotics for estimating the marginal density of discretely observed diffusion proc\-esses ⋮ Asymptotic equivalence of estimating a Poisson intensity and a positive diffusion drift

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