Estimation of integral functionals of a density
From MaRDI portal
Publication:1895341
DOI10.1214/aos/1176324452zbMath0848.62022OpenAlexW2034177275MaRDI QIDQ1895341
Publication date: 28 October 1996
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176324452
integral functionalskernel estimatorsquadratic functionalssemiparametric estimationsmoothnessnonparametric rates of convergence
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
Related Items
Efficient estimation of functionals of the spectral density of stationary Gaussian fields, Minimax estimation of norms of a probability density. I: Lower bounds, Minimax estimation of norms of a probability density. II: Rate-optimal estimation procedures, Visually Communicating and Teaching Intuition for Influence Functions, Minimax and adaptive inference in nonparametric function estimation, A Convolution Estimator for the Density of Nonlinear Regression Observations, Asymptotic normality of quadratic estimators, Towards optimal doubly robust estimation of heterogeneous causal effects, Quarticity and other functionals of volatility: efficient estimation, Donsker-type theorems for nonparametric maximum likelihood estimators, Unnamed Item, Entropy estimation via uniformization, Functional estimation in log-concave location families, Interactive versus noninteractive locally differentially private estimation: two elbows for the quadratic functional, Efficient functional estimation and the super-oracle phenomenon, Simple adaptive estimation of quadratic functionals in nonparametric IV models, Estimating linear and quadratic forms via indirect observations, Semiparametric minimax rates, Estimating linear functionals of the error distribution in nonparametric regression, Wavelet methods to estimate an integrated quadratic functional: Adaptivity and asymptotic law, Estimation of quadratic functionals of a density, Online estimation of integrated squared density derivatives, Discussion of ``On nearly assumption-free tests of nominal confidence interval coverage for causal parameters estimated by machine learning, Nonparametric estimation of the purity of a quantum state in quantum homodyne tomography with noisy data, Relative efficiency of local bandwidths in kernel density estimation∗, Uniform in Bandwidth Estimation of Integral Functionals of the Density Function, Adaptive quadratic functional estimation of a weighted density by model selection, Goodness-of-fit testing and quadratic functional estimation from indirect observations, Rootnconsistent density estimators for sums of independent random variables, Optimal rates of entropy estimation over Lipschitz balls, Minimax estimation of the integral of a power of a density, Some applications of concentration inequalities to statistics, On efficiency of the plug-in principle for estimating smooth integrated functionals of a nonincreasing density, Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes, Adaptive estimation of a quadratic functional of a density by model selection, Recursive estimators of integrated squared density derivatives, Efficient estimation of smooth functionals in Gaussian shift models, Estimation of entropy-type integral functionals, Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation, Estimation of smooth functionals of location parameter in Gaussian and Poincaré random shift models., Estimation of smooth functionals in normal models: bias reduction and asymptotic efficiency, Efficient estimation of integral functionals of a density, Estimating nonquadratic functionals of a density using Haar wavelets, On integral functionals of a density, On smoothed bootstrap for density functionals, Nonparametric confidence intervals for the integral of a function of an unknown density, Information-theoretic determination of minimax rates of convergence, On estimation of \(L_r\)-norms in Gaussian white noise models, Estimation of smooth functionals in high-dimensional models: bootstrap chains and Gaussian approximation, Adaptive estimation of a quadratic functional by model selection., On nonparametric tests of positivity/monotonicity/convexity, Efficient estimation of sensitivity indices, Improved inference for vaccine-induced immune responses via shape-constrained methods
