A. Korostelev et M. Nussbaum, The asymptotic minimax constant for sup-norm loss in nonparametric densityestimation, BERNOULLI, 5(6), 1999, pp. 1099-1118
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.