Article ID Journal Published Year Pages File Type
1149577 Journal of Statistical Planning and Inference 2009 8 Pages PDF
Abstract
Probability density estimation, together with a dual problem of characteristic function estimation, is one of the most fundamental problems in statistics. So far the main focus of research has been concentrated on continuous densities and absolutely integrable characteristic functions. This paper, for the first time in the literature, develops a sharp minimax theory of estimation of discontinuous densities and not absolutely integrable characteristic functions.
Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
Authors
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