Estimating Linear Functionals in Density Estimation Models

  • Mark G. Low
Conference paper


The close connection between density estimation and white noise data is extended to the analysis of possible bias-variance tradeoffs. The analysis depends on a modulus of continuity argument based on a chi-square type distance, on a comparison with white noise models and on a nonstandard application of the Cramer-Rao inequality.


Density Estimation Fisher Information Linear Functional Bias Function Finite Sample Size 
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Copyright information

© Springer-Verlag New York, Inc. 1994

Authors and Affiliations

  • Mark G. Low
    • 1
  1. 1.University of PennsylvaniaUSA

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