Lower bound for estimation of Sobolev densities of order less 1/2

DOI10.1016/J.JSPI.2008.10.017MaRDI QIDQ1015873zbMATH OpenOpenAlexFDO

Authors Sam Efromovich

Publication date 30 April 2009

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2008.10.017

zbMATH Keywords

characteristic functionnonparametricmean integrated squared errordiscontinuousinfinite supportnot absolutely integrable

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Density estimation (62G07) Minimax procedures in statistical decision theory (62C20)

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Cites work

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• scientific article; zbMATH DE number 3306375 (Why is no real title available?)
• Adaptive density estimation using the blockwise Stein method
• Adaptive estimation of and oracle inequalities for probability densities and characteristic functions
• Asymptotic nonequivalence of nonparametric experiments when the smoothness index is \(1/2\)
• Asymptotically efficient estimation for analytic distributions
• Estimation of Distribution Density Belonging to a Class of Entire Functions
• Modern Multivariate Statistical Techniques
• Nonparametric Estimation of a Density of Unknown Smoothness
• Nonparametric curve estimation. Methods, theory, and applications
• Nonparametric estimation of smooth probability densities in \(L_ 2\)
• On density estimation in the view of Kolmogorov's ideas in approximation theory
• Optimal rates and constants in \(L_ 2\)-minimax estimation of probability density functions

Cited in

(4)

• A sharp minimax lower bound for the nonparametric estimation of Sobolev densities of order \(1/2\)
• Laguerre and Hermite bases for inverse problems
• Sobolev-Hermite versus Sobolev nonparametric density estimation on \(\mathbb{R}\)
• Adaptive estimation of and oracle inequalities for probability densities and characteristic functions

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