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

asymptotically minimax lower boundHilbert spacemean squared riskoptimal plansquare-integrable density

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

Review text

Translation from Probl. Peredachi Inf. 18, No.3, 19-38 (Russian) (1982; Zbl 0514.62045).

Cited in

(14)

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

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