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

DOI10.1007/BF02465851zbMATH Open0962.62045MaRDI QIDQ1589839FDOQ1589839

Authors: R. Smith 

Publication date: 5 March 2001

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

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zbMATH Keywords

projective estimatorchi-square-type losseslocally minimax efficiency

Mathematics Subject Classification ID

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

Cites Work

• Optimal filtering of square-integrable signals in Gaussian noise
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• Nonparametric Estimation of Smooth Spectral Densities of Gaussian Stationary Sequences
• Nonparametric estimation of smooth probability densities in \(L_ 2\)
• Exact asymptotic minimax constants for the estimation of analytical functions in \(L_p\)
• On nonparametric regression for iid observations in a general setting
• Asymptotic minimax risk for sup-norm loss: Solution via optimal recovery
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• An Asymptotically Minimax Regression Estimator in the Uniform Norm up to Exact Constant
• Adaptive Spline Estimates for Nonparametric Regression Models
• Asymptotically efficient signal estimation in \(L_2\) under general loss functions
• Lower bound for quadratic losses of estimation of infinite-dimensional parameter
• Spaces of Sequences in a Banach Space Associated with a Sequence of Independent Random Variables
• Locally minimax efficiency of nonparametric estimates of square- integrable densities
• Efficient nonparametric estimation of distribution density in the basis of algebraic polynomials

Cited In (1)

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

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