Local minimax pointwise estimation of a multivariate density

DOI10.1111/1467-9574.00145MaRDI QIDQ4407094zbMATH OpenOpenAlexFDO

Authors E. Belitser

Publication date 14 September 2003

Published in Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9574.00145

zbMATH Keywords

approximate identityasymptotic local minimax risk

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12)

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Cited in

(10)

• Efficient nonparametric estimation of distribution density in the basis of algebraic polynomials
• On sharp adaptive estimation of multivariate curves
• Local asymptotic minimax theory for block-decreasing densities
• Asymptotic properties of conditional U -statistics using delta sequences
• Asymptotically efficient sequential kernel estimates of the drift coefficient in ergodic diffusion processes
• Asymptotically efficient estimates for nonparametric regression models
• Locally minimax efficiency of nonparametric estimates of square- integrable densities
• Locally minimax efficiency of nonparametric density estimators for \(\chi^2\)-type losses
• Sequential adaptive estimators in nonparametric autoregressive models
• Minimax pointwise estimation of an anisotropic regression function with unknown density of the design

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