Renormalization and white noise approximation for nonparametric functional estimation problems

DOI10.1214/AOS/1176348538MaRDI QIDQ1192990zbMATH OpenOpenAlexFDO

Authors Mark G. Low

Publication date 27 September 1992

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

Full work available at URL https://doi.org/10.1214/aos/1176348538

zbMATH Keywords

optimal rates of convergencepointwise density estimationpointwise nonparametric functional estimationrenormalizationrescalingwhite noise approximation

Mathematics Subject Classification ID

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

Review text

Authors's summary: White noise models often renormalize exactly yielding optimal rates of convergence for pointwise nonparametric functional estimation problems. Similar rescaling ideas lead to a sequence of experiments appropriate for pointwise density estimation problems.

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• Minimax risk bounds in extreme value theory
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• Lower bounds for the asymptotic minimax risk with spherical data
• On adaptive estimation of linear functionals
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