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Estimation suroptimale de la densité par projection
Author(s) -
Bosq Denis
Publication year - 2005
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.1002/cjs.5540330103
Subject(s) - mathematics , estimator , projection (relational algebra) , rate of convergence , combinatorics , statistics , algorithm , computer science , computer network , channel (broadcasting)
Abstract Superefficiency of a projection density estimator The author constructs a projection density estimator with a data‐driven truncation index. This estimator reaches the superoptimal rates 1/ n in mean integrated square error and {In ln( n / n } 1/2 in uniform almost sure convergence over a given subspace which is dense in the class of all possible densities; the rate of the estimator is quasi‐optimal everywhere else. The subspace in question may be chosen a priori by the statistician.