Skip Navigation
U.S. flag

An official website of the United States government

Dot gov

The .gov means it’s official.
Federal government websites often end in .gov or .mil. Before sharing sensitive information, make sure you’re on a federal government site.


The site is secure.
The https:// ensures that you are connecting to the official website and that any information you provide is encrypted and transmitted securely.

Your Environment. Your Health.

Publication Detail

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 Exiting the NIEHS site

MeSH Terms: No MeSH terms associated with this publication

to Top