Minimax estimation of norms of a probability density. II: Rate-optimal estimation procedures
From MaRDI portal
Publication:2137010
DOI10.3150/21-BEJ1381MaRDI QIDQ2137010
Alexander Goldenshluger, O. V. Lepskij
Publication date: 16 May 2022
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2008.10987
Parametric inference (62Fxx) Inference from stochastic processes (62Mxx) Nonparametric inference (62Gxx)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On adaptive minimax density estimation on \(\mathbb R^d\)
- Bandwidth selection in kernel density estimation: oracle inequalities and adaptive minimax optimality
- On estimation of \(L_r\)-norms in Gaussian white noise models
- Nonquadratic estimators of a quadratic functional
- Minimax estimation of the integral of a power of a density
- Differentiation of integrals in \(\mathbb{R}^n\)
- On estimation of the \(L_r\) norm of a regression function
- Minimax nonparametric hypothesis testing: The case of an inhomogeneous alternative
- Estimation of integral functionals of a density and its derivatives
- Oracle inequalities and adaptive estimation in the convolution structure density model
- Estimating nonquadratic functionals of a density using Haar wavelets
- Estimation of integral functionals of a density
- On the estimation of multiple random integrals and \(U\)-statistics
- Asymptotically Minimax Adaptive Estimation. I: Upper Bounds. Optimally Adaptive Estimates
- Approximation Theorems of Mathematical Statistics
- Asymptotically Minimax Adaptive Estimation. II. Schemes without Optimal Adaptation: Adaptive Estimators