Tid: 11 juni 2014 kl 15.15-16.00. OBS! Ändrad tid!

Föredragshållare: Natalia Stepanova, Carleton University, Canada

Titel: Risk Bounds for the Estimation of Analytic Density Functions in L^p

Abstract Let X₁, X₂, ... be a sequence of independent identically distributed random variables with an unknown density function f on R. The function f is assumed to belong to a certain class of analytic functions. The problem of estimation of f using L^p-risk, 1 < p < ∞, is considered. A kernel-type estimator f_n based on X₁,..., X_n is proposed and the upper bound on its limiting local minimax L^p-risk is established. Our result is consistent with a conjecture of Guerre and Tsybakov (Probab. Theory Relat. Fields 112 (1998) 33-51) and augments previous work in this area.

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