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Minimax estimation of the integral of a power of a density
We construct an estimator of ∫f(p)(z) dz, based on a random sample of size n from a density f on the unit cube in ℝ(d). This estimator achieves the minimax rate for f known to belong to a multiple of the unit ball in a Hölder space of order α, where α ≤ d/4. We are mostly interested in the case that...
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| Foilsithe in: | Stat Probab Lett |
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| Main Authors: | , , , |
| Formáid: | Artigo |
| Teanga: | Inglês |
| Foilsithe: |
2008
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| Ábhair: | |
| Rochtain Ar Líne: | https://ncbi.nlm.nih.gov/pmc/articles/PMC5624551/ https://ncbi.nlm.nih.gov/pubmed/28979056 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.spl.2008.07.001 |
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