满足Lipshitz条件的密度估计的最优收敛速度

BEST CONVERGENCE RATES OF ESTIMATES OF DENSITY FUNCTIONS SATISFYING LIPSHITZ CONDITIONS

  • Abstract: Chen Guijing showed that for the onedimensional density functions satisfying λ-order Lipshitz conditions (λ∈(0,1) the convergence rates of kernel estimates is of o ((og n/nλ/2λ+1 log log n), and he conjectured that λ/2λ+1 cannot be improved (2).In this paper we proved this conjecture being true.

     

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