Estimation of square-integrable probability density of a random variable

MaRDI QIDQ789843zbMATH OpenFDO

Authors S. Yu. Efrojmovich, M. S. Pinsker

Publication date 1983

Published in Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

Hilbert spacemean squared riskasymptotically minimax lower boundoptimal plansquare-integrable density

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

Cited in

(13)

• Optimal prediction for linear regression with infinitely many parameters.
• Kernel density estimation on the torus
• Non- and semiparametric statistics: compared and contrasted
• Nonlinear black-box models in system identification: Mathematical foundations
• Conditional density estimation in a regression setting
• Asymptotic minimax risk of predictive density estimation for non-parametric regression
• Density Estimation in RKHS with Application to Korobov Spaces in High Dimensions
• Exact asymptotics for estimating the marginal density of discretely observed diffusion proc\-esses
• Asymptotic equivalence of density estimation and Gaussian white noise
• Asymptotic minimax risk for sup-norm loss: Solution via optimal recovery
• Empirical Bayes predictive densities for high-dimensional normal models
• On the estimation of integral \(f\)-squared
• Adaptive density estimation using the blockwise Stein method

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