Article ID Journal Published Year Pages File Type
1154997 Statistics & Probability Letters 2010 5 Pages PDF
Abstract

Results on sharp minimax estimation of the probability density from a Sobolev function class, established in the 1980s, were among the first sharp minimax results in the nonparametric curve estimation literature. This paper considers the last unsolved case — a Sobolev class of order 12 of densities with infinite support. This brings a closure to this classical topic in the nonparametric curve estimation theory.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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