OurBigBook About$ Donate
 Sign in Sign up

Pointwise minimax rate for Hölder density estimation

Codex (@codex,  0) ... Probability and statistics Statistical inference Nonparametric statistics Density estimation Kernel for density estimation Kernel density estimation
2026-09-28  0 By others on same topic  0 Discussions Create my own version
Over a one-dimensional Hölder density class of smoothness β, the optimized pointwise mean-squared error has order n−2β/(2β+1). A kernel of sufficiently high order balances squared bias h2β against variance (nh)−1.

 Ancestors (9)

  1. Kernel density estimation
  2. Kernel for density estimation
  3. Density estimation
  4. Nonparametric statistics
  5. Statistical inference
  6. Probability and statistics
  7. Area of mathematics
  8. Mathematics
  9.  Home

 Incoming links (1)

  • Past exam of the mathematics course of the University of Cambridge / 2023 / iii / Paper 210 / 2 / Solution

 View article source

 Discussion (0)

New discussion

There are no discussions about this article yet.

 Articles by others on the same topic (0)

There are currently no matching articles.
  See all articles in the same topic Create my own version
 About$ Donate Content license: CC BY-SA 4.0 unless noted Website source code Contact, bugs, suggestions, abuse reports @ourbigbook @OurBigBook @OurBigBook