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

DOI10.2307/2289614zbMATH Open0717.62031OpenAlexW4247718060MaRDI QIDQ5748744FDOQ5748744

Authors: Lawrence Brown, Roger H. Farrell 

Publication date: 1990

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

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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)

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
• Title not available (Why is that?)
• Risk bounds for kernel density estimators
• The Bahadur risk in probability density estimation
• Title not available (Why is that?)
• 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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