On adaptive minimax density estimation on

(ProQuest: ... denotes formulae and/or non-USASCII text omitted; see image).We address the problem of adaptive minimax density estimation on ... with ...-loss on the anisotropic Nikol'skii classes. We fully characterize behavior of the minimax risk for different relationships between regularity...

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Veröffentlicht in:Probability theory and related fields 2014-08, Vol.159 (3-4), p.479-543
Hauptverfasser: Goldenshluger, A, Lepski, O
Format: Artikel
Sprache:eng
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Zusammenfassung:(ProQuest: ... denotes formulae and/or non-USASCII text omitted; see image).We address the problem of adaptive minimax density estimation on ... with ...-loss on the anisotropic Nikol'skii classes. We fully characterize behavior of the minimax risk for different relationships between regularity parameters and norm indexes in definitions of the functional class and of the risk. In particular, we show that there are four different regimes with respect to the behavior of the minimax risk. We develop a single estimator which is (nearly) optimal in order over the complete scale of the anisotropic Nikol'skii classes. Our estimation procedure is based on a data-driven selection of an estimator from a fixed family of kernel estimators.
ISSN:0178-8051
1432-2064
DOI:10.1007/s00440-013-0512-1