On estimation of analytic density in L_p

2011/10/10 by Stepanova, Natalia
#FOS: Mathematics #Statistics Theory (math.ST)

paper · doi:10.48550/arxiv.1110.1904

Abstract

The problem of estimation of analytic density function using L_p minimax risk is considered. A kernel-type estimator of an unknown density function is proposed and the upper bound on its limiting local minimax risk is established. Our result is consistent with a conjecture of Guerre and Tsybakov (1998) and augments previous work in this area.

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