A Lower Bound for the Risk in Estimating the Value of a Probability Density

DOI10.2307/2289614MaRDI QIDQ5748744zbMATH OpenOpenAlexFDO

Authors Lawrence Brown, Roger H. Farrell

Publication date 1990

Full work available at URL https://doi.org/10.2307/2289614

zbMATH Keywords

density estimationnumerical resultskernel estimatorminimax riskLipschitz conditionasymptotic boundsCramér-Rao inequalityasymptotically optimal kernel-type estimatorminimax squared error risk

Mathematics Subject Classification ID

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

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Cited in

(12)

• A conversation with Larry Brown
• Nonexponential Applications of a Global Cramèr-Rao Inequality
• On the risk of estimates for block decreasing densities
• scientific article; zbMATH DE number 5957353 (Why is no real title available?)
• Risk bounds for kernel density estimators
• The Bahadur risk in probability density estimation
• scientific article; zbMATH DE number 177226 (Why is no real title available?)
• Minimizing \(L_ 1\) distance in nonparametric density estimation
• Superefficiency in nonparametric function estimation
• On lower bounds for errors of prior density estimators
• Larry Brown's contributions to parametric inference, decision theory and foundations: a survey
• Lower bounds for the asymptotic minimax risk with spherical data

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