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A minimax optimal estimator for continuous monotone densities

✍ Scribed by Somnath Datta


Publisher
Elsevier Science
Year
1995
Tongue
English
Weight
404 KB
Volume
46
Category
Article
ISSN
0378-3758

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In order to construct confidence sets for a marginal density f of a strictly stationary continuous time process observed over the time interval [0, T ], it is necessary to have at one's disposal a Central Limit Theorem for the kernel density estimator f T . In this paper we address the question of n