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Teoriya Veroyatnostei i ee Primeneniya, 1978, Volume 23, Issue 4, Pages 824–828
(Mi tvp3116)
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This article is cited in 50 scientific papers (total in 50 papers)
Short Communications
A lower bound for risks of non-parametrical estimates of density in the uniform metrics
R. Z. Has'minskiĭ Moscow
Abstract:
Let $W^{(\beta)}(L,[a,b])$ be the class of functions satisfying (3) for $x_i\in[a,b]$, $\beta=r+\alpha$. Estimators $\hat{f}_n$ for which the sequence (4) is uniformly (in $f\in W^{(\beta)}(L,[a,b])$) bounded in probability were constructed in [11], [12]. It is proved in this paper that sequence (4) does not tend to zero in probability for any other estimator. More precisely, inequality (5) is proved for an arbitrary strictly increasing function $l\colon R^1\to R^1$.
Received: 06.12.1976
Citation:
R. Z. Has'minskiǐ, “A lower bound for risks of non-parametrical estimates of density in the uniform metrics”, Teor. Veroyatnost. i Primenen., 23:4 (1978), 824–828; Theory Probab. Appl., 23:4 (1979), 794–798
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https://www.mathnet.ru/eng/tvp3116 https://www.mathnet.ru/eng/tvp/v23/i4/p824
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