Optimal rates and constants in \(L_ 2\)-minimax estimation of probability density functions

zbMath0872.62043MaRDI QIDQ1360375

M. Schipper

Publication date: 21 October 1997

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

characteristic functionSobolev classminimax riskbounded analytic continuationkernel type asymptotically minimax sequence of estimators

Mathematics Subject Classification ID

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

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Estimation of the density of regression errors ⋮ Adaptive density estimation using the blockwise Stein method ⋮ Laguerre and Hermite bases for inverse problems ⋮ On estimation of analytic density functions in \(L_p\) ⋮ Unnamed Item ⋮ Adaptive estimation of and oracle inequalities for probability densities and characteristic functions ⋮ Risk bounds for kernel density estimators ⋮ Sobolev-Hermite versus Sobolev nonparametric density estimation on \(\mathbb{R}\) ⋮ Conditional density estimation in a regression setting ⋮ Deconvolution of supersmooth densities with smooth noise ⋮ Minimax and bayes estimation in deconvolution problem ⋮ Linear and convex aggregation of density estimators ⋮ Lower bound for estimation of Sobolev densities of order less \(1/2\) ⋮ Exact asymptotics for estimating the marginal density of discretely observed diffusion proc\-esses

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