The Adaptive Rate of Convergence in a Problem of Pointwise Density Estimation

We estimate the common density function of n i.i.d. observations, at a fixed point, over Sobolev classes of functions having regularity B. We prove that the optimal rate of convergence cannot be attained in adaptive estimation, i.e. uniformly over B in some interval B. A logarithmically slower rate is shown to be adaptive.

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Year of publication:	1998
Authors:	Butucea, C.
Subject:	RISK \| EVALUATION

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Type of publication:	Book / Working Paper
Notes:	8 pages
Classification:	C13 - Estimation
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005641094