Locally minimax efficiency of nonparametric density estimators for \(\chi^2\)-type losses
type: Item
instance of: scholarly article
title: Locally minimax efficiency of nonparametric density estimators for \(\chi^2\)-type losses
zbMATH Open document ID: 0962.62045
DOI: 10.1007/BF02465851
author: R. Smith
published in: Lithuanian Mathematical Journal
publication date: 2001-03-05T00:00:00Z
review text: The asymptotic expression of the locally minimax risk with weighted \(L_2\) losses is found. It is shown that in the case of \(\chi^2\)-type losses the expression is independent of the center of contracting neighborhoods. A locally minimax estimator for the \(\chi^2\)-type losses is constructed.
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62G07
zbMATH DE Number: 1542644
zbMATH Keywords: locally minimax efficiency
zbMATH Keywords: chi-square-type losses
zbMATH Keywords: projective estimator
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1542644