𝔖 Bobbio Scriptorium
✦   LIBER   ✦

The Method of Risk Envelope in Estimation of Linear Functionals

✍ Scribed by G. K. Golubev

Book ID
111605081
Publisher
SP MAIK Nauka/Interperiodica
Year
2004
Tongue
English
Weight
155 KB
Volume
40
Category
Article
ISSN
0032-9460

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Estimation of Linear Functionals in Gaus
Estimation of Linear Functionals in Gaussian Noise
✍ Ibragimov, I. A.; Khas’minskii, R. Z. πŸ“‚ Article πŸ“… 1988 πŸ› Society for Industrial and Applied Mathematics 🌐 English βš– 872 KB
Limit of the quadratic risk in density e
Limit of the quadratic risk in density estimation using linear methods
✍ Kerkyacharian GΓ©rard; Picard Dominique πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 656 KB

We prove here that when estimating a density, using a kernel or a linear wavelet estimate, one can choose the smoothing parameter such that the limit when n tends to infinity of n2/3EIIF -fn I1~ may be arbitrarily small for every density having a square integrable derivative. This choice consists in