The paper deals with upper and lower bounds for the quality of (probability) density estimation. Connections are established between these problems and the theory of approximation of functions. Particularly, it is demonstrated how some of Kolmogorov's concepts work.
Publié le : 1990-09-14
Classification:
Nonparametric density estimation,
best approximation in $L_p$ norms,
Fano's inequality,
62G05
@article{1176347736,
author = {Hasminskii, Rafael and Ibragimov, Ildar},
title = {On Density Estimation in the View of Kolmogorov's Ideas in Approximation Theory},
journal = {Ann. Statist.},
volume = {18},
number = {1},
year = {1990},
pages = { 999-1010},
language = {en},
url = {http://dml.mathdoc.fr/item/1176347736}
}
Hasminskii, Rafael; Ibragimov, Ildar. On Density Estimation in the View of Kolmogorov's Ideas in Approximation Theory. Ann. Statist., Tome 18 (1990) no. 1, pp. 999-1010. http://gdmltest.u-ga.fr/item/1176347736/