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Low, Mark G.

Renormalization and white noise approximation for nonparametric functional estimation problems. (English) Zbl 0756.62018

Ann. Stat. 20, No. 1, 545-554 (1992).

Authors’s summary: White noise models often renormalize exactly yielding optimal rates of convergence for pointwise nonparametric functional estimation problems. Similar rescaling ideas lead to a sequence of experiments appropriate for pointwise density estimation problems.

Reviewer: W.Stute (Gießen)

Cited in 9 Documents

MSC:

62G07	Density estimation
62G20	Asymptotic properties of nonparametric inference

Keywords:

renormalization; white noise approximation; optimal rates of convergence; pointwise nonparametric functional estimation; rescaling; pointwise density estimation

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