Renormalization and white noise approximation for nonparametric functional estimation problems

DOI10.1214/aos/1176348538zbMath0756.62018OpenAlexW2030498543MaRDI QIDQ1192990

Mark G. Low

Publication date: 27 September 1992

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

Full work available at URL: https://doi.org/10.1214/aos/1176348538

zbMATH Keywords

rescalingrenormalizationoptimal rates of convergencepointwise density estimationpointwise nonparametric functional estimationwhite noise approximation

Mathematics Subject Classification ID

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

Related Items (10)

On adaptive estimation of linear functionals ⋮ Minimax and adaptive inference in nonparametric function estimation ⋮ Asymptotic equivalence of density estimation and Gaussian white noise ⋮ A constrained risk inequality with applications to nonparametric functional estimation ⋮ Minimax linear estimation in a white noise problem ⋮ Unnamed Item ⋮ Nonparametric Sequential Minimax Estimation of the Drift Coefficient in Diffusion Processes ⋮ Minimax risk bounds in extreme value theory ⋮ Fourier series approximation of separable models ⋮ Lower bounds for the asymptotic minimax risk with spherical data

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