Nonparametric estimation of smooth probability densities in \(L_ 2\) (Q1204666)
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scientific article; zbMATH DE number 130728
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| English | Nonparametric estimation of smooth probability densities in \(L_ 2\) |
scientific article; zbMATH DE number 130728 |
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Nonparametric estimation of smooth probability densities in \(L_ 2\) (English)
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18 March 1993
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Let \(x_ 1,x_ 2,\dots,x_ n\) be a sequence of i.i.d. r.v., having unknown density \(p(x)\), \(x \in \mathbb{R}\). The author constructs asymptotically minimax estimators of \(p(x)\) based on the sample \(x_ 1,\dots,x_ n\). The quality of the estimation is measured by a quadratic risk function. A priori information on the smoothness of \(p(x)\) is absent.
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\(L2\)-densities
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asymptotically minimax estimators
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quadratic risk function
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0.8222703337669373
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0.8198983073234558
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0.813140869140625
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