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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive
Teor. Veroyatnost. i Primenen., 1997 Volume 42, Issue 4, Pages 813–818 (Mi tvp2598)
Short Communications

Exponential confidence intervals in nonparametric density estimation

D. R. Bagdasarov, E. I. Ostrovskiia

a Obninsk Institute for Nuclear Power Engineering

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

Keywords: exponential bound, minimax confidenceinterval, Young–Fenchel transform.

Received: 13.04.1995
Revised: 10.10.1996

DOI: 10.4213/tvp2598


 English version: Theory of Probability and its Applications, 1997, 42:4, 684–689

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