On the risk of estimates for block decreasing densities

DOI10.1016/S0047-259X(02)00028-3zbMath1025.62015OpenAlexW2085861256MaRDI QIDQ1400148

Gérard Biau, Luc P. Devroye

Publication date: 13 August 2003

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0047-259x(02)00028-3

zbMATH Keywords

bandwidth selectionminimax riskmultivariate density estimationblock decreasing densityvariable kernel estimate

Mathematics Subject Classification ID

Density estimation (62G07) Estimation in multivariate analysis (62H12) Minimax procedures in statistical decision theory (62C20)

Related Items

Nonparametric estimation of multivariate scale mixtures of uniform densities, Local asymptotic minimax theory for block-decreasing densities, Global rates of convergence of the MLE for multivariate interval censoring, Entropy estimate for high-dimensional monotonic functions, Limit distribution theory for block estimators in multiple isotonic regression, High-dimensional nonparametric density estimation via symmetry and shape constraints, Discrete minimax estimation with trees, Optimal \(L_{1}\) bandwidth selection for variable kernel density estimates

Uses Software

• pyuvdata

Cites Work

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