Locally minimax efficiency of nonparametric density estimators for ^2-type losses

DOI10.1007/BF02465851MaRDI QIDQ1589839zbMATH OpenFDO

Authors R. Smith

Publication date 5 March 2001

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

projective estimatorchi-square-type losseslocally minimax efficiency

Mathematics Subject Classification ID

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

Recommendations

• Locally minimax efficiency of nonparametric estimates of square- integrable densities
• The asymptotic minimax constant for sup-norm loss in nonparametric density estimation
• A minimax result for a class of nonparametric density estimators
• On minimax density estimation on \(\mathbb R\)
• Local minimax pointwise estimation of a multivariate density

Cites work

• scientific article; zbMATH DE number 3521839 (Why is no real title available?)
• scientific article; zbMATH DE number 3622820 (Why is no real title available?)
• Adaptive Spline Estimates for Nonparametric Regression Models
• An Asymptotically Minimax Regression Estimator in the Uniform Norm up to Exact Constant
• Asymptotic minimax risk for sup-norm loss: Solution via optimal recovery
• Asymptotically efficient estimation of analytic functions in Gaussian noise
• Asymptotically efficient signal estimation in \(L_2\) under general loss functions
• Efficient nonparametric estimation of distribution density in the basis of algebraic polynomials
• Exact asymptotic minimax constants for the estimation of analytical functions in \(L_p\)
• Locally minimax efficiency of nonparametric estimates of square- integrable densities
• Lower bound for quadratic losses of estimation of infinite-dimensional parameter
• Nonparametric Estimation of Smooth Spectral Densities of Gaussian Stationary Sequences
• Nonparametric estimation of smooth probability densities in \(L_ 2\)
• On general minimax theorems
• On nonparametric regression for iid observations in a general setting
• Optimal filtering of square-integrable signals in Gaussian noise
• Spaces of Sequences in a Banach Space Associated with a Sequence of Independent Random Variables

Cited in

(1)

• Locally minimax efficiency of nonparametric estimates of square- integrable densities

This page was built for publication: Locally minimax efficiency of nonparametric density estimators for \(\chi^2\)-type losses

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1589839)