KTH Matematik  


Matematisk Statistik

Tid: 11 juni 2014 kl 15.15-16.00. OBS! Ändrad tid!

Seminarierummet 3721, Institutionen för matematik, KTH, Lindstedtsvägen 25, plan 7. Karta!

Föredragshållare: Natalia Stepanova, Carleton University, Canada

Titel: Risk Bounds for the Estimation of Analytic Density Functions in Lp

Abstract Let X1, X2, ... be a sequence of independent identically distributed random variables with an unknown density function f on R. The function f is assumed to belong to a certain class of analytic functions. The problem of estimation of f using Lp-risk, 1 < p < ∞, is considered. A kernel-type estimator fn based on X1,..., Xn is proposed and the upper bound on its limiting local minimax Lp-risk is established. Our result is consistent with a conjecture of Guerre and Tsybakov (Probab. Theory Relat. Fields 112 (1998) 33-51) and augments previous work in this area.

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Sidansvarig: Filip Lindskog
Uppdaterad: 25/02-2009