English

Plug-in error bounds for a mixing density estimate in $R^d,$ and for its derivatives

Statistics Theory 2025-01-28 v2 Statistics Theory

Abstract

A mixture density, fp,f_p, is estimable in Rd, d1,R^d, \ d \ge 1, but an estimate for the mixing density, p,p, is usually obtained only when dd is unity; hh is the mixture's kernel. When fpf_p's estimate has form fp^nf_{\hat p_n} and pp is q~\tilde q-smooth, vanishing outside a compact in Rd,R^d, plug-in upper bounds are obtained herein for the LuL_u-error (and risk)of p^n\hat p_n and its derivatives; d1,1u.d \ge 1, 1 \le u \le \infty. The bounds depend on fp^nf_{\hat p_n}'s LuL_u-error (or risk), hh's Fourier transform, h~,\tilde h, and the bandwidth of kernel KK used in approximations. The choice of p^n,\hat p_n, via fp^n,f_{\hat p_n}, suggests that p^n\hat p_n's error rate could be only nearly optimal when fp^nf_{\hat p_n} is optimal, but competing estimates and their error rates may not be available for d>1.d>1. In examples with dd unity, the upper bound is optimal when hh is super smooth, misses the optimal rate by the factor (logn)ξ, ξ>0,(\log n)^{\xi}, \ \xi>0, when hh is smooth, and is satisfactory when h~\tilde h 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