Exponential Confidence Intervals in Nonparametric Density Estimation

Exponential Confidence Intervals in Nonparametric Density Estimation

In this paper two-sided exponential bounds for confidence probabilities for an unknown distribution density are derived under the right norming on the Holder classes in the minimax sense.

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Veröffentlicht in:Theory of probability and its applications 1998-01, Vol.42 (4), p.684-689
Hauptverfasser: Bagdasarov, D. R., Ostrovskii, E. I.
Format: Artikel
Sprache:eng
Schlagworte:
Confidence intervals
Inequality
Integrals
Random variables
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Beschreibung
Zusammenfassung:In this paper two-sided exponential bounds for confidence probabilities for an unknown distribution density are derived under the right norming on the Holder classes in the minimax sense.
ISSN:0040-585X
1095-7219
DOI:10.1137/S0040585X97976532