Geometrizing rates of convergence. III

DOI10.1214/aos/1176348115zbMath0754.62029OpenAlexW4240885983MaRDI QIDQ1175380

Publication date: 25 June 1992

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176348115

zbMATH Keywords

Hellinger distance bounds modulus of continuity rates of convergence asymptotic minimax risk density estimation Lipschitz condition infinite-dimensional problem white noise model convergence of experiments Ibragimov-Khas'minskij constant optimal kernels estimating a bounded normal mean estimation of distribution functionals general convex asymmetric a priori class geodesic experiments hardest one-dimensional subproblem local second-order smoothness condition minimax affine estimates

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35)

Related Items

Estimating monotone functions, Adaptive estimates of linear functionals, Sharp adaptive estimation of quadratic functionals, Confidence Intervals for Nonparametric Empirical Bayes Analysis, Distribution estimation for biased data, Asymptotic minimax risk for sup-norm loss: Solution via optimal recovery, Minimax estimation of linear functionals over nonconvex parameter spaces., Minimax risk over \(l_ p\)-balls for \(l_ q\)-error, Obtaining minimax lower bounds: a review, On adaptive estimation of linear functionals, Hypothesis testing via affine detectors, Minimax and adaptive inference in nonparametric function estimation, A universally acceptable smoothing factor for kernel density estimates, A constrained risk inequality with applications to nonparametric functional estimation, Sharp adaptive estimation by a blockwise method, Minimax kernels for density estimation with biased data, Minimax linear estimation in a white noise problem, Optimal convergence rates for density estimation from grouped data, Minimax estimation of linear functionals under squared error loss, Adaptive confidence intervals for regression functions under shape constraints, Asymptotic optimality in stochastic optimization, On automatic boundary corrections, A note on the inverse estimation of band-limited signals, Minimax efficient finite-difference stochastic gradient estimators using black-box function evaluations, Local differential privacy: elbow effect in optimal density estimation and adaptation over Besov ellipsoids, Optimal pointwise adaptive methods in nonparametric estimation, On nonparametric confidence intervals, Superefficiency in nonparametric function estimation, On general consistency in deconvolution mode estimation, On adaptive posterior concentration rates, The right complexity measure in locally private estimation: it is not the Fisher information, Minimax estimation of the mode of functional data, Estimating linear and quadratic forms via indirect observations, On fixed-length confidence intervals for a bounded normal mean, Model selection for density estimation with \(\mathbb L_2\)-loss, A note on nonparametric estimation of linear functionals., On deconvolution of distribution functions, Nonparametric estimation of a class of smooth functions, Global nonparametric estimation of conditional quantile functions and their derivatives, Minimax estimation of a bounded squared mean, MAXIMAL UNIFORM CONVERGENCE RATES IN PARAMETRIC ESTIMATION PROBLEMS, Variance estimation in nonparametric regression via the difference sequence method, A general lower bound of minimax risk for absolute‐error loss, Adaptive estimation of the mode of a multivariate density, Is Temporal Difference Learning Optimal? An Instance-Dependent Analysis, Asymptotically efficient estimators for nonparametric heteroscedastic regression models, An adaptation theory for nonparametric confidence intervals, Block thresholding for density estimation: local and global adaptivity, Asymptotically efficient estimates for nonparametric regression models, Minimax expected measure confidence sets for restricted location parameters, On optimal estimation of the mode in nonparametric deconvolution problems, Nonparametric estimation over shrinking neighborhoods: superefficiency and adaptation, Adaptive estimation of linear functionals under different performance measures, Unnamed Item, Robust covariance and scatter matrix estimation under Huber's contamination model, Robust regression via mutivariate regression depth, Estimating the intensity of a random measure by histogram type estimators, Log-density estimation in linear inverse problems, Selecting local models in multiple regression by maximizing power, Convergence rates for kernel regression in infinite-dimensional spaces, Adaptive estimators for nonparametric heteroscedastic regression models, On optimal estimation of a non-smooth mode in a nonparametric regression model with \(\alpha \)-mixing errors, Density estimation with contamination: minimax rates and theory of adaptation, Minimax kernels for nonparametric curve estimation, Bayesian aspects of some nonparametric problems, Sharp adaptive estimation of linear functionals., On nonparametric tests of positivity/monotonicity/convexity, Recovering edges in ill-posed inverse problems: Optimality of curvelet frames., Minimax lower bounds and moduli of continuity, Adaptation under probabilistic error for estimating linear functionals, Rates of convergence of empirical Bayes tests for a normal mean, Lower bounds for the asymptotic minimax risk with spherical data