IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v78y2008i18p3307-3311.html
   My bibliography  Save this article

Minimax estimation of the integral of a power of a density

Author

Listed:
  • Tchetgen, Eric
  • Li, Lingling
  • Robins, James
  • van der Vaart, Aad

Abstract

We construct an estimator of , based on a random sample of size n from a density f on the unit cube in . This estimator achieves the minimax rate for f known to belong to a multiple of the unit ball in a Hölder space of order [alpha], where [alpha]

Suggested Citation

  • Tchetgen, Eric & Li, Lingling & Robins, James & van der Vaart, Aad, 2008. "Minimax estimation of the integral of a power of a density," Statistics & Probability Letters, Elsevier, vol. 78(18), pages 3307-3311, December.
    • Handle: RePEc:eee:stapro:v:78:y:2008:i:18:p:3307-3311
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(08)00320-9
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Christopher Withers & Saralees Nadarajah, 2011. "Nonparametric confidence intervals for the integral of a function of an unknown density," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 23(4), pages 943-966.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:78:y:2008:i:18:p:3307-3311. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.