Statistics Papers

Document Type

Journal Article

Date of this Version

7-1978

Publication Source

The Annals of Statistics

Volume

6

Issue

4

Start Page

932

Last Page

934

DOI

10.1214/aos/1176344269

Abstract

In Wegman's paper [5] on nonparametric density estimation, he states that it would be interesting to show that there is no density estimator which has mean integrated square rate better than O(n-1). The object of this note is to prove such a result, making no arbitrary assumptions about the specific form of the estimator. This proof is given in Section 2. Our method applies to some other measures of error, as we point out in Section 3.

Comments

At the time of publication, author J. Michael Steele was affiliated with University of British Columbia. Currently, he is a faculty member at the Statistics Department at the University of Pennsylvania.

Keywords

Nonparametric, density estimation, mean integrated square error, Cramér-Rao inequality

Share

COinS
 

Date Posted: 27 November 2017

This document has been peer reviewed.