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Statistics & Risk Modeling

with Applications in Finance and Insurance

Editor-in-Chief: Stelzer, Robert


Cite Score 2018: 0.85

SCImago Journal Rank (SJR) 2018: 0.354
Source Normalized Impact per Paper (SNIP) 2018: 0.604

Mathematical Citation Quotient (MCQ) 2018: 0.36

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2196-7040
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The Bahadur risk in probability density estimation

Alexander Korostelev
Published Online: 2009-09-25 | DOI: https://doi.org/10.1524/stnd.21.2.139.19002

Summary

A nonparametric probability density estimation problem is studied for the Bahadur-type risk under the sup-norm losses. The risk is minimax over the Hölder classes of densities. The large sample limiting performance of this risk is found, and the links to asymptotic equivalent white-noise models are discussed.

About the article

Published Online: 2009-09-25

Published in Print: 2003-02-01


Citation Information: Statistics & Decisions/International mathematical Journal for stochastic methods and models, Volume 21, Issue 2/2003, Pages 139–148, ISSN (Print) 0721-2631, DOI: https://doi.org/10.1524/stnd.21.2.139.19002.

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