Distribution function estimation: Adaptive smoothing
In this paper, a sequel to our paper Math. Methods Stat. 5, No. 1, 1-31 (1996; Zbl 0853.62028), we continue to study the problem of the second order minimax asymptotic estimation of an unknown distribution function (d.f.). Our attention here is restricted to Sobolev functional classes. Let \(X^{(n)}= (X_1,\dots, X_n)\) be independent random observations with a common d.f. \(F(x)\), \(x\in \mathbb{R}^1\). It is assumed that \(F(x)\) is unknown. Our goal is to estimate \(F(x)\) based on the observations \(X^{(n)}\) in such a way as to minimize the integrated mean square error.
- Adaptation on the space of finite signed measures
- Oracle inequalities for probability density estimations
- A smooth adaptive estimator of the mean of a symmetric or asymmetric distribution
- Adaptive Estimation of Distribution Density in the Basis of Algebraic Polynomials
- Adaptive density estimation using the blockwise Stein method
This page was built for publication: Distribution function estimation: Adaptive smoothing
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1366480)
