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

DOI10.2307/2289614zbMath0717.62031OpenAlexW4247718060MaRDI QIDQ5748744

Roger H. Farrell, Lawrence D. Brown

Publication date: 1990

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

zbMATH Keywords

numerical resultsCramér-Rao inequalitydensity estimationkernel estimatorLipschitz conditionminimax riskasymptotic boundsasymptotically optimal kernel-type estimatorminimax squared error risk

Mathematics Subject Classification ID

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

Related Items (4)

A conversation with Larry Brown ⋮ Superefficiency in nonparametric function estimation ⋮ Larry Brown's contributions to parametric inference, decision theory and foundations: a survey ⋮ Nonexponential Applications of a Global Cramèr-Rao Inequality

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