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Engel, Joachim; Gasser, Theo (1995). A minimax result for a class of nonparametric density estimators. Journal of Nonparametric Statistics, 4(4):327-334.
A class of kernel type density estimators with locally varying bandwidth is introduced. This class contains the fixed bandwidth estimator, the nearest neighbor estimator, the penalized maximum likelihood estimator and a variance stabilizing estimator. While based on asymptotic mean integrated square error (AMISE), there is no uniformly optimal method, the fixed bandwidth estimator is minimax optimal.
| Item Type: | Journal Article, refereed, original work |
|---|---|
| Communities & Collections: | 04 Faculty of Medicine > Epidemiology, Biostatistics and Prevention Institute (EBPI) |
| Dewey Decimal Classification: | 610 Medicine & health |
| Scopus Subject Areas: | Physical Sciences > Statistics and Probability
Social Sciences & Humanities > Statistics, Probability and Uncertainty |
| Uncontrolled Keywords: | Nonparametric density estimation, kernel methods, nearest neighbor estimator, penalized maximum likelihood estimator, variance stabilizing, minimax optimality |
| Language: | English |
| Date: | 1995 |
| Deposited On: | 26 May 2016 19:36 |
| Last Modified: | 13 Nov 2024 04:31 |
| Publisher: | Taylor & Francis |
| ISSN: | 1026-7654 |
| OA Status: | Closed |
| Publisher DOI: | https://doi.org/10.1080/10485259508832624 |
Engel, Joachim