Estimating the Derivative of a Convex Density

Dragi Anevski

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Estimating the Derivative of a Convex Density

机译：估计凸密度的导数

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摘要

We obtain a relation between the time between two bird-catchings and the total resting period of a bird, leading to the problem of estimating the derivative of a convex density. We state a fundamental result on the nonparametric maximum likelihood estimator of a convex density. Further, we derive the optimal rate in the minimax risk sense for estimating the derivative of a convex density.

机译：我们获得了两次捕鸟之间的时间与一只鸟的总休息时间之间的关系，从而导致了估计凸密度导数的问题。我们给出了凸密度的非参数最大似然估计的基本结果。此外，我们在最小最大风险意义上得出了最佳比率，用于估计凸密度的导数。

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来源
《Statistica neerlandica》 |2003年第2期|245-257|共13页
作者
Dragi Anevski;
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作者单位

Centre for Mathematical Sciences Lund University Box 118 221 00 Lund Sweden;

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正文语种 eng
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Convex; density estimation; nonparametric maximum likelihood; NPMLE; bird watching; optimal rate; minimax risk;

机译：凸;密度估计;非参数最大似然;NPMLE;观鸟;最优率;最小最大风险;

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机译：估计凸密度的导数

Estimating the Derivative of a Convex Density

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