Minimax properties of beta kernel estimators

DOI10.1016/J.JSPI.2011.01.009MaRDI QIDQ2431572zbMATH OpenOpenAlexFDO

Authors Karine Bertin, Nicolas Klutchnikoff

Publication date 15 April 2011

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1001.2477, http://hdl.handle.net/10533/130529

zbMATH Keywords

minimax estimation

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Abstract: In this paper, we are interested in the study of beta kernel estimators from an asymptotic minimax point of view. It is well known that beta kernel estimators are, on the contrary of classical kernel estimators, "free of boundary effect" and thus are very useful in practice. The goal of this paper is to prove that there is a price to pay: for very regular functions or for certain losses, these estimators are not minimax. Nevertheless they are minimax for classical regularities such as regularity of order two or less than two, supposed commonly in the practice and for some classical losses.

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Cites work

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Cited in

(18)

• Beta kernel estimators for density functions
• Nonparametric density estimation for multivariate bounded data using two non-negative multiplicative bias correction methods
• Non parametric estimation for random walks in random environment
• Generalized Birnbaum-Saunders kernel density estimators and an analysis of financial data
• Density estimation for RWRE
• Asymptotic properties of Bernstein estimators on the simplex
• Asymptotic properties of Dirichlet kernel density estimators
• Adaptive density estimation on bounded domains
• Minimax properties of Dirichlet kernel density estimators
• scientific article; zbMATH DE number 1423400 (Why is no real title available?)
• A nonparametric approach to the estimation of jump-diffusion models with asymmetric kernels
• An introduction to nonparametric adaptive estimation
• A mini review of dimensional effects on asymptotic mean integrated squared error and efficiencies of selected beta kernels
• Boundary performance of the beta kernel estimators
• Adaptive warped kernel estimators
• Reconstructions of piecewise continuous and discrete functions using moments
• Title not available (Why is no real title available?)
• On the uniform consistency of the Bernstein density estimator

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