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)

Full work available at URL https://doi.org/10.1007/BF02465851

zbMATH Keywords

chi-square-type losseslocally minimax efficiencyprojective estimator

Mathematics Subject Classification ID

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

Review text

The asymptotic expression of the locally minimax risk with weighted \(L_2\) losses is found. It is shown that in the case of \(\chi^2\)-type losses the expression is independent of the center of contracting neighborhoods. A locally minimax estimator for the \(\chi^2\)-type losses is constructed.

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Cites work

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• scientific article; zbMATH DE number 3622820 (Why is no real title available?)
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Cited in

(1)

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

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