Plug-in error bounds for a mixing density estimate in $R^d,$ and for its derivatives
Abstract
A mixture density, is estimable in but an estimate for the mixing density, is usually obtained only when is unity; is the mixture's kernel. When 's estimate has form and is -smooth, vanishing outside a compact in plug-in upper bounds are obtained herein for the -error (and risk)of and its derivatives; The bounds depend on 's -error (or risk), 's Fourier transform, and the bandwidth of kernel used in approximations. The choice of via suggests that 's error rate could be only nearly optimal when is optimal, but competing estimates and their error rates may not be available for In examples with unity, the upper bound is optimal when is super smooth, misses the optimal rate by the factor when is smooth, and is satisfactory when has periodic zeros.
Keywords
Cite
@article{arxiv.1510.06940,
title = {Plug-in error bounds for a mixing density estimate in $R^d,$ and for its derivatives},
author = {Yannis G. Yatracos},
journal= {arXiv preprint arXiv:1510.06940},
year = {2025}
}
Comments
The results hold for data in compact sets. For general spaces, the results hold in L_u(d{\mu}), with {\mu} probability. The paper should be rewritten appropriately