Minimax estimation of norms of a probability density. II: Rate-optimal estimation procedures

DOI10.3150/21-BEJ1381MaRDI QIDQ2137010FDOQ2137010

Alexander Goldenshluger, O. V. Lepski

Publication date: 16 May 2022

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2008.10987

zbMATH Keywords

density estimationU-statisticsminimax riskanisotropic Nikol'skii class\(\mathbb{L}_p \)-norm

Mathematics Subject Classification ID

Nonparametric inference (62Gxx) Parametric inference (62Fxx) Inference from stochastic processes (62Mxx)

Cites Work

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Cited In (5)

• Minimum Norm Estimation Under Parameter Constraints with an Application to Insurance
• Minimax estimation of norms of a probability density: II. Rate-optimal estimation procedures
• On minimax density estimation on \(\mathbb R\)
• Estimation of density functionals via cross-validation
• On the estimation of smooth densities by strict probability densities at optimal rates in sup-norm

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