Efficient functional estimation and the super-oracle phenomenon

DOI10.1214/23-aos2265arXiv1904.09347MaRDI QIDQ6172193

Richard J. Samworth, Thomas B. Berrett

Publication date: 19 July 2023

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.09347

zbMATH Keywords

efficiencyfunctional estimationweighted nearest neighbours

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On adaptive minimax density estimation on \(\mathbb R^d\)
• On normal approximations of distributions in terms of dependency graphs
• Two-sample homogeneity tests based on divergence measures
• Lectures on the nearest neighbor method
• A class of Rényi information estimators for multidimensional densities
• Statistical inference for the \(\epsilon \)-entropy and the quadratic Rényi entropy
• A simple adaptive estimator of the integrated square of a density
• Sample estimate of the entropy of a random vector
• Asymptotically normal families of distributions and efficient estimation
• Efficient multivariate entropy estimation via \(k\)-nearest neighbour distances
• On minimax density estimation on \(\mathbb R\)
• Efficient estimation of integral functionals of a density
• Density estimation by wavelet thresholding
• Estimation of integral functionals of a density
• Weak convergence and empirical processes. With applications to statistics
• Optimal rates of entropy estimation over Lipschitz balls
• Nearest Neighbor Density Functional Estimation From Inverse Laplace Transform

This page was built for publication: Efficient functional estimation and the super-oracle phenomenon