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Minimax properties of gamma kernel density estimators under $L^p$ loss and $β$-Hölder smoothness of the target

Ouimet, Frédéric
arXiv (OAI Expanded) · Papers
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62g05probabilitystatistics-theory
This paper considers the asymptotic behavior in $β$-Hölder spaces, and under $L^p$ loss, of the non-modified gamma kernel density estimator introduced by Chen (Annals of the Institute of Statistical Mathematics, 52, 471-480, 2000) for the analysis of nonnegative data, in the situation where the targ
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