A strong adaptive criteria is defined for density estimation problems. In a particular case it is shown that there is no strongly adaptive sequence of estimators. In contrast Woodroofe has shown that a weakly adaptive result holds.
Publié le : 1992-03-14
Classification:
Minimax risk,
adaptive estimation,
density estimation,
62G07,
62C99
@article{1176348544,
author = {Low, Mark G.},
title = {Non-Existence of an Adaptive Estimator for the Value of an Unknown Probability Density},
journal = {Ann. Statist.},
volume = {20},
number = {1},
year = {1992},
pages = { 598-602},
language = {en},
url = {http://dml.mathdoc.fr/item/1176348544}
}
Low, Mark G. Non-Existence of an Adaptive Estimator for the Value of an Unknown Probability Density. Ann. Statist., Tome 20 (1992) no. 1, pp. 598-602. http://gdmltest.u-ga.fr/item/1176348544/