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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1978 Volume 23, Issue 4, Pages 824–828 (Mi tvp3116)

This article is cited in 50 papers

Short Communications

A lower bound for risks of non-parametrical estimates of density in the uniform metrics

R. Z. Has'minskiĭ

Moscow

Abstract: Let $W^{(\beta)}(L,[a,b])$ be the class of functions satisfying (3) for $x_i\in[a,b]$, $\beta=r+\alpha$. Estimators $\hat{f}_n$ for which the sequence (4) is uniformly (in $f\in W^{(\beta)}(L,[a,b])$) bounded in probability were constructed in [11], [12]. It is proved in this paper that sequence (4) does not tend to zero in probability for any other estimator. More precisely, inequality (5) is proved for an arbitrary strictly increasing function $l\colon R^1\to R^1$.

Received: 06.12.1976


 English version:
Theory of Probability and its Applications, 1979, 23:4, 794–798

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