A sharp minimax lower bound for the nonparametric estimation of Sobolev densities of order 1/2

被引：0
|
作者：
Efromovich, Sam [1 ]
机构：
[1] Univ UTDallas, Dept Math Sci, Richardson, TX 75083 USA
来源：
STATISTICS & PROBABILITY LETTERS | 2010年 / 80卷 / 02期
关键词：
D O I：
10.1016/j.spl.2009.08.011
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Results on sharp minimax estimation of the probability density from a Sobolev function class, established in the 1980s, were among the first sharp minimax results in the nonparametric curve estimation literature. This paper considers the last unsolved case - a Sobolev class of order 1/2 of densities with infinite support. This brings a closure to this classical topic in the nonparametric curve estimation theory. (C) 2009 Elsevier B.V. All rights reserved.
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页码：77 / 81
页数：5
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