Title: Minimax estimation of the integral of a power of a density.
Authors: Tchetgen, Eric; Li, Lingling; Robins, James; van der Vaart, Aad
Published In Stat Probab Lett, (2008 Dec 15)
Abstract: We construct an estimator of ∫fp (z) dz, based on a random sample of size n from a density f on the unit cube in ℝ d . This estimator achieves the minimax rate for f known to belong to a multiple of the unit ball in a Hölder space of order α, where α ≤ d/4. We are mostly interested in the case that the power p is larger than 2 and/or the dimension d is large.
PubMed ID: 28979056
MeSH Terms: No MeSH terms associated with this publication