Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1149577 | Journal of Statistical Planning and Inference | 2009 | 8 Pages |
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Sam Efromovich,