Locally minimax efficiency of nonparametric density estimators for \(\chi^2\)-type losses (Q1589839)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Locally minimax efficiency of nonparametric density estimators for \(\chi^2\)-type losses |
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Locally minimax efficiency of nonparametric density estimators for \(\chi^2\)-type losses (English)
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5 March 2001
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The asymptotic expression of the locally minimax risk with weighted \(L_2\) losses is found. It is shown that in the case of \(\chi^2\)-type losses the expression is independent of the center of contracting neighborhoods. A locally minimax estimator for the \(\chi^2\)-type losses is constructed.
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locally minimax efficiency
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chi-square-type losses
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projective estimator
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