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Short Communications
Exponential confidence intervals in nonparametric density estimation
D. R. Bagdasarov, E. I. Ostrovskiia a Obninsk Institute for Nuclear Power Engineering
Abstract:
In this paper two-sided exponential bounds for confidence probabilities for an unknown distribution density are derived under the right norming on the Hölder classes in the minimax sense.
Keywords:
exponential bound, minimax confidenceinterval, Young–Fenchel transform.
Received: 13.04.1995 Revised: 10.10.1996
Citation:
D. R. Bagdasarov, E. I. Ostrovskii, “Exponential confidence intervals in nonparametric density estimation”, Teor. Veroyatnost. i Primenen., 42:4 (1997), 813–818; Theory Probab. Appl., 42:4 (1997), 684–689
Linking options:
https://www.mathnet.ru/eng/tvp2598https://doi.org/10.4213/tvp2598 https://www.mathnet.ru/eng/tvp/v42/i4/p813
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