On Bickel and Ritov's conjecture about adaptive estimation of the integral of the square of density derivative

DOI10.1214/AOS/1032894459MaRDI QIDQ1816592zbMATH OpenOpenAlexWikidataFDO

Authors Sam Efromovich, Mark G. Low

Publication date 9 April 1997

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1032894459

zbMATH Keywords

adaptationadaptive estimatorasymptotic efficiencycross validationdensity derivativesdensity estimationfunctional estimationoptimal nonadaptive estimatorrate of convergencerate of risk convergence

Mathematics Subject Classification ID

Statistical decision theory (62C99) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• A constrained risk inequality with applications to nonparametric functional estimation
• Approximation Theorems of Mathematical Statistics
• scientific article; zbMATH DE number 3870398 (Why is no real title available?)
• scientific article; zbMATH DE number 4107941 (Why is no real title available?)
• Minimax quadratic estimation of a quadratic functional
• Nonparametric Estimation of a Density of Unknown Smoothness
• On optimal adaptive estimation of a quadratic functional
• On the estimation of quadratic functionals

Cited in

(8)

• On optimal adaptive estimation of a quadratic functional
• On nonparametric tests of positivity/monotonicity/convexity
• Adaptive root n estimates of integrated squared density derivatives
• Estimation of quadratic functionals of a density
• On information pooling, adaptability and superefficiency in nonparametric function estimation
• Fourier series-based direct plug-in bandwidth selectors for kernel density estimation
• Adaptive estimation of a quadratic functional of a density by model selection
• Root n estimates of vectors of integrated density partial derivative functionals

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