Sup-norm convergence rates for Lévy density estimation

Extremes ◽  
2016 ◽  
Vol 19 (3) ◽  
pp. 371-403 ◽  
Author(s):  
Valentin Konakov ◽  
Vladimir Panov
Keyword(s):  
Density Estimation ◽  
Convergence Rates ◽  
Norm Convergence ◽  
Lévy Density

The Lower Bound of Density Estimation for Biased Data in Sobolev Spaces

2013 ◽  
Vol 765-767 ◽  
pp. 744-748
Author(s):  
Jin Ru Wang ◽  
Yuan Zhou
Keyword(s):  
Lower Bound ◽  
Density Estimation ◽  
Sobolev Spaces ◽  
Convergence Rates ◽  
Estimation Problem ◽  
Independent And Identically Distributed

In this paper, we consider the density estimation problem from independent and identically distributed (i.i.d.) biased observations. We study the lower bound of convergence rates of density estimation over Sobolev spaces WrN(NN+) under the Lp risk by using Fanos lemma.

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