LAN in Problems of Nonparametric Estimation of Functions and Lower Bounds for Quadratic Risks

DOI10.1137/1136014zbMATH Open0738.62043OpenAlexW1977812826MaRDI QIDQ4713745FDOQ4713745

Authors: Yu. Golubev 

Publication date: 25 June 1992

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1136014

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zbMATH Keywords

lower boundsLANlocal asymptotical normalityquadratic risks

Mathematics Subject Classification ID

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

Cited In (23)

• Conditional hazard rate estimation for right censored data
• Nonparametric Sequential Minimax Estimation of the Drift Coefficient in Diffusion Processes
• Efficient nonparametric estimation of distribution density in the basis of algebraic polynomials
• On nonparametric regression for iid observations in a general setting
• Asymptotic equivalence of density estimation and Gaussian white noise
• Nonparametric regression with responses missing at random and the scale depending on auxiliary covariates
• An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility
• Efficient nonparametric estimation of distribution for current status censoring
• On shrinking minimax convergence in nonparametric statistics
• Efficient shrinkage in parametric models
• Sharp adaptive estimation of the drift function for ergodic diffusions
• Density estimation for biased data.
• Adaptivity and optimality of the monotone least-squares estimator
• Study of imputation procedures for nonparametric density estimation based on missing censored lifetimes
• Nonparametric bivariate density estimation for censored lifetimes
• Lower bound for quadratic losses of estimation of infinite-dimensional parameter
• Lower bounds for risk functions in nonparametric estimation problems
• Conditional density estimation in a regression setting
• Nonparametric regression with the scale depending on auxiliary variable
• Adaptive density estimation using the blockwise Stein method
• Lower bounds for the asymptotic minimax risk with spherical data
• Minimax theory of nonparametric hazard rate estimation: efficiency and adaptation
• Linear and convex aggregation of density estimators

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