On asymptotic minimaxity of the adaptative kernel estimate of a density function

MaRDI QIDQ1824315zbMATH OpenFDO

Authors Jean Bretagnolle, Jan Mielniczuk

Publication date 1989

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=AIHPB_1989__25_2_143_0, https://eudml.org/doc/77343

zbMATH Keywords

mean square errordensity estimatesminimax boundsminimax estimateadaptative kernel estimatedata dependent bandwidth

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

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Cited in

(10)

• The local asymptotic minimax adaptive property of a recursive estimate
• An exponential inequality for the distribution function of the kernel density estimator, with applications to adaptive estimation
• On Asymptotic Minimaxity of Kernel-based Tests
• Adaptive kernel-type estimator for square-integrable distribution density
• Admissible kernel estimators of a multivariate density
• Minimax properties of Dirichlet kernel density estimators
• Kernel estimation of smooth densities unsing fabian's approach
• Bootstrap optimal bandwidth selection for kernel density estimates
• Asymptotic normality of an adaptive kernel density estimator for finite mixture models
• A minimax result for a class of nonparametric density estimators

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