About the optimal estimation of a density with infinite support under Hellinger loss
Résumé
The aim of this paper is to give a complete description of the optimal estimation rates for the Hellinger loss when the square root of the density belongs to a Besov ball $\mathfrak{B}_{p,\infty}^{\alpha}(R)$. We make them explicit without further conditions when $p < 2$, and under a tail dominance condition when $p$ is larger.
Domaines
Statistiques [math.ST]
Origine : Fichiers produits par l'(les) auteur(s)