WIAS Preprint No. 387, (1998)

On the Optimal Kernels in Nonparametric Curve Estimation



Authors

  • Leonov, Sergei

2010 Mathematics Subject Classification

  • 62G07 62G20

Keywords

  • Minimax risk, exact constants, Hölder function class, optimal recovery

Abstract

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.

Download Documents