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Minimax properties of Dirichlet kernel density estimators

Abstract

This paper is concerned with the asymptotic behavior in β\beta-H\"older spaces and under LpL^p losses of a Dirichlet kernel density estimator introduced by Aitchison & Lauder (1985) and studied theoretically by Ouimet & Tolosana-Delgado (2021). It is shown that the estimator is minimax when p[1,3)p \in [1, 3) and β(0,2]\beta \in (0, 2], and that it is never minimax when p[4,)p \in [4, \infty) or β(2,)\beta \in (2, \infty). These results rectify in a minor way and, more importantly, extend to all dimensions those already reported in the univariate case by Bertin & Klutchnikoff (2011).

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