On consistent and rate optimal estimation of the missing mass

DOI10.1214/20-AIHP1126zbMath1493.62035arXiv1806.09712MaRDI QIDQ2077330

Stefano Favaro, Fadhel Ayed, Federico Camerlenghi, Marco Battiston

Publication date: 25 February 2022

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1806.09712

zbMATH Keywords

regular variation optimal rate of convergence minimax rate missing mass Good-Turing estimator two-parameter Poisson-Dirichlet

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Minimax procedures in statistical decision theory (62C20)

Uses Software

plfit

Cites Work

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