The Annals of Statistics

Non-Existence of an Adaptive Estimator for the Value of an Unknown Probability Density

Mark G. Low

Full-text: Open access

Abstract

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.

Article information

Source
Ann. Statist., Volume 20, Number 1 (1992), 598-602.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176348544

Digital Object Identifier
doi:10.1214/aos/1176348544

Mathematical Reviews number (MathSciNet)
MR1150366

Zentralblatt MATH identifier
0745.62035

JSTOR
links.jstor.org

Subjects
Primary: 62G07: Density estimation
Secondary: 62C99: None of the above, but in this section

Keywords
Minimax risk adaptive estimation density estimation

Citation

Low, Mark G. Non-Existence of an Adaptive Estimator for the Value of an Unknown Probability Density. Ann. Statist. 20 (1992), no. 1, 598--602. doi:10.1214/aos/1176348544. https://projecteuclid.org/euclid.aos/1176348544


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