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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
Main Authors: Tchetgen, Eric, Li, Lingling, Robins, James, van der Vaart, Aad
Formáid: Artigo
Teanga:Inglês
Foilsithe: 2008
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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