Exponential confidence intervals in nonparametric density estimation

被引：0

作者：

Bagdasarov, DR ^{[1
]}

Ostrovskii, EI ^{[1
]}

机构：

[1] Obninski Inst Atom Energy, Obninsk 249020, Russia

来源：

THEORY OF PROBABILITY AND ITS APPLICATIONS | 1998年 / 42卷 / 04期

关键词：

exponential bound; minimax confidence interval; Young-Fenchel transform;

D O I：

10.1137/S0040585X97976532

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper two-sided exponential bounds for confidence probabilities for an unknown distribution density are derived under the right norming on the Holder classes in the minimax sense.

引用

页码：684 / 688

页数：5

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