A note on the local asymptotically minimax rate for estimating a crossing point in a diagnostic marker problem

The optimal rate of convergence of estimating the crossing point of two densities in the local asymptotically minimax sense is discussed. This rate is shown to be the same as the optimal rate of density estimation under smoothness conditions on the two distribution functions.

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Year of publication:	1995
Authors:	Hsieh, Fushing ; Turnbull, Bruce W.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 24.1995, 2, p. 181-185
Publisher:	Elsevier
Keywords:	Classification problem Density estimation Holder continuity Youden index

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005313966