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1994 | OriginalPaper | Buchkapitel

Estimating Linear Functionals in Density Estimation Models

verfasst von : Mark G. Low

Erschienen in: Statistical Decision Theory and Related Topics V

Verlag: Springer New York

Enthalten in: Professional Book Archive

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The close connection between density estimation and white noise data is extended to the analysis of possible bias-variance tradeoffs. The analysis depends on a modulus of continuity argument based on a chi-square type distance, on a comparison with white noise models and on a nonstandard application of the Cramer-Rao inequality.

Vorheriges Kapitel Estimating the Mixing Density of a Mixture of Power Series Distributions

Nächstes Kapitel On Robust Estimation In Case-Control Studies with Errors in Covariates

Titel: Estimating Linear Functionals in Density Estimation Models
verfasst von: Mark G. Low
Verlag: Springer New York
Buch: Statistical Decision Theory and Related Topics V
Print ISBN: 978-1-4612-7609-8

Electronic ISBN: 978-1-4612-2618-5

Copyright-Jahr: 1994
DOI: https://doi.org/10.1007/978-1-4612-2618-5_8

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