White noise models often renormalize exactly yielding optimal rates of convergence for pointwise nonparametric functional estimation problems. Similar rescaling ideas lead to a sequence of experiments appropriate for pointwise density estimation problems.
Publié le : 1992-03-14
Classification:
Nonparametric functional estimation,
renormalization,
white noise approximation,
density estimation,
62G07,
62C20
@article{1176348538,
author = {Low, Mark G.},
title = {Renormalization and White Noise Approximation for Nonparametric Functional Estimation Problems},
journal = {Ann. Statist.},
volume = {20},
number = {1},
year = {1992},
pages = { 545-554},
language = {en},
url = {http://dml.mathdoc.fr/item/1176348538}
}
Low, Mark G. Renormalization and White Noise Approximation for Nonparametric Functional Estimation Problems. Ann. Statist., Tome 20 (1992) no. 1, pp. 545-554. http://gdmltest.u-ga.fr/item/1176348538/