Exact asymptotic minimax constants for the estimation of analytical functions in \(L_p\)

DOI10.1007/s004400050182zbMath0955.62036OpenAlexW2038312747MaRDI QIDQ1271262

Emmanuel Guerre, Alexandre B. Tsybakov

Publication date: 13 February 2001

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s004400050182

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Minimax procedures in statistical decision theory (62C20)

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On estimation of analytic density functions in \(L_p\) ⋮ Adaptive Bayesian density estimation in \(L^p\)-metrics with Pitman-Yor or normalized inverse-Gaussian process kernel mixtures ⋮ Risk bounds for kernel density estimators ⋮ Exact asymptotics for estimating the marginal density of discretely observed diffusion proc\-esses ⋮ Efficient estimation of a density in a problem of tomography. ⋮ Locally minimax efficiency of nonparametric density estimators for \(\chi^2\)-type losses

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