The asymptotic minimax constant for sup-norm loss in nonparametric densityestimation

Citation
A. Korostelev et M. Nussbaum, The asymptotic minimax constant for sup-norm loss in nonparametric densityestimation, BERNOULLI, 5(6), 1999, pp. 1099-1118
Citations number
17
Categorie Soggetti
Mathematics
Journal title
BERNOULLI
ISSN journal
13507265 → ACNP
Volume
5
Issue
6
Year of publication
1999
Pages
1099 - 1118
Database
ISI
SICI code
1350-7265(199912)5:6<1099:TAMCFS>2.0.ZU;2-B
Abstract
We develop the exact constant of the risk asymptotics in the uniform norm f or density estimation. This constant has already been found for nonparametr ic regression and for signal estimation in Gaussian white noise. Holder cla sses for arbitrary smoothness index beta>0 on the unit interval are conside red. The constant involves the value of an optimal recovery problem as in t he white noise case, but in addition it depends on the maximum of densities in the function class.