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
Pages
8
From page
2261
To page
2268
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
Serial Year
2009
Journal title
Journal of Statistical Planning and Inference
Record number
2220078
Link To Document