Title of article :
Lower bound for estimation of Sobolev densities of order less
Author/Authors :
Efromovich، نويسنده , , Sam، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2009
Abstract :
Probability density estimation, together with a dual problem of characteristic function estimation, is one of the most fundamental problems in statistics. So far the main focus of research has been concentrated on continuous densities and absolutely integrable characteristic functions. This paper, for the first time in the literature, develops a sharp minimax theory of estimation of discontinuous densities and not absolutely integrable characteristic functions.
Keywords :
Not absolutely integrable , Infinite support , Discontinuous , Characteristic function , mean integrated squared error , Nonparametric
Journal title :
Journal of Statistical Planning and Inference
Journal title :
Journal of Statistical Planning and Inference