On the Optimal Kernels in Nonparametric Curve Estimation
- Leonov, Sergei
2010 Mathematics Subject Classification
- 62G07 62G20
- Minimax risk, exact constants, Hölder function class, optimal recovery
We discuss extremal problems which arise in various nonparametric statistical settings with Hölder function classes. We establish a new property of the solution of an optimal recovery problem that leads to the exact constants for asymptotic minimax risks.