DOI:10.1007/BFB0064610 - Corpus ID: 122597694
Estimation des densités: risque minimax
@article{Bretagnolle1978EstimationDD, title={Estimation des densit{\'e}s: risque minimax}, author={J. L. Bretagnolle and Catherine Huber}, journal={Zeitschrift f{\"u}r Wahrscheinlichkeitstheorie und Verwandte Gebiete}, year={1978}, volume={47}, pages={119-137}, url={https://api.semanticscholar.org/CorpusID:122597694}}- J. BretagnolleC. Huber
- Published1978
- Mathematics
- Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
© Springer-Verlag, Berlin Heidelberg New York, 1978, tous droits réservés. L’accès aux archives du séminaire de probabilités (Strasbourg) (http://portail. mathdoc.fr/SemProba/) implique l’accord avec les conditions générales d’utilisation (http://www.numdam.org/legal.php). Toute utilisation commerciale ou impression systématique est constitutive d’une infraction pénale. Toute copie ou impression de ce fichier doit contenir la présente mention de copyright.
213 Citations
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Mathematics
We consider density estimates of the usual type generated by a weight function. Limt theorems are obtained for the maximum of the normalized deviation of the estimate from its expected value, and for…
Lower Bounds for Nonparametric Density Estimation Rates
In Wegman's paper [5] on nonparametric density estimation, he states that it would be interesting to show that there is no density estimator which has mean integrated square rate better than O(n-1).…
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We consider the problem of sequential estimation of a density function f at a point x0 which may be known or unknown. Let Tn be a sequence of estimators of x0. For two classes of density estimators…
On the Best Obtainable Asymptotic Rates of Convergence in Estimation of a Density Function at a Point
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In brief, by "rate of convergence" we will mean the rate which an tends to zero. For a continuum of different choices of the set C specified by various Lipschitz conditions on the kth partial…
On Estimation of a Probability Density Function and Mode
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Abstract : Given a sequence of independent identically distributed random variables with a common probability density function, the problem of the estimation of a probability density function and of…
Weak and Strong Uniform Consistency of the Kernel Estimate of a Density and its Derivatives
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