Statistics Papers

Document Type

Journal Article

Date of this Version

1997

Publication Source

The Annals of Statistics

Volume

25

Issue

2

Start Page

745

Last Page

755

DOI

10.1214/aos/1031833671

Abstract

Linear estimation of f(x) at a point in a white noise model is considered. The exact linear minimax estimator of f(0) is found for the family of f(x) in which f′(x) is Lip (M). The resulting estimator is then used to verify a conjecture of Sacks and Ylvisaker concerning the near optimality of the Epanechnikov kernel.

Keywords

white noise model, Epanechnikov kernel, linear minimax estimation, density estimation

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Date Posted: 27 November 2017

This document has been peer reviewed.