On estimation of analytic density in L_p
Statistics Theory
2011-10-11 v1 Statistics Theory
Abstract
The problem of estimation of analytic density function using L_p minimax risk is considered. A kernel-type estimator of an unknown density function is proposed and the upper bound on its limiting local minimax risk is established. Our result is consistent with a conjecture of Guerre and Tsybakov (1998) and augments previous work in this area.
Cite
@article{arxiv.1110.1904,
title = {On estimation of analytic density in L_p},
author = {Natalia Stepanova},
journal= {arXiv preprint arXiv:1110.1904},
year = {2011}
}