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Minimax properties of Dirichlet kernel density estimators

6 December 2021
Karine Bertin
Christian Genest
N. Klutchnikoff
Frédéric Ouimet
ArXiv (abs)PDFHTML
Abstract

This paper is concerned with the asymptotic behavior in β\betaβ-H\"older spaces and under LpL^pLp losses of a Dirichlet kernel density estimator proposed by Aitchison & Lauder (1985) for the analysis of compositional data. In recent work, Ouimet & Tolosana-Delgado (2022) established the uniform strong consistency and asymptotic normality of this nonparametric estimator. As a complement, it is shown here that for p∈[1,3)p \in [1, 3)p∈[1,3) and β∈(0,2]\beta \in (0, 2]β∈(0,2], the Aitchison--Lauder estimator can achieve the minimax rate asymptotically for a suitable choice of bandwidth, but that this estimator cannot be minimax when either p∈[4,∞)p \in [4, \infty)p∈[4,∞) or β∈(2,∞)\beta \in (2, \infty)β∈(2,∞). These results extend to the multivariate case, and also rectify in a minor way, earlier findings of Bertin & Klutchnikoff (2011) concerning the minimax properties of Beta kernel estimators.

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