Minimax properties of beta kernel density estimators
Statistics Theory
2010-01-15 v1 Statistics Theory
Abstract
In this paper, we are interested in the study of beta kernel estimators from an asymptotic minimax point of view. It is well known that beta kernel estimators are, on the contrary of classical kernel estimators, "free of boundary effect" and thus are very useful in practice. The goal of this paper is to prove that there is a price to pay: for very regular functions or for certain losses, these estimators are not minimax. Nevertheless they are minimax for classical regularities such as regularity of order two or less than two, supposed commonly in the practice and for some classical losses.
Cite
@article{arxiv.1001.2477,
title = {Minimax properties of beta kernel density estimators},
author = {Karine Bertin and Nicolas Klutchnikoff},
journal= {arXiv preprint arXiv:1001.2477},
year = {2010}
}
Comments
19 pages, 2 figures