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Estimating Linear Functionals in Density Estimation Models

  • Mark G. Low
Conference paper

Abstract

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.

Keywords

Density Estimation Fisher Information Linear Functional Bias Function Finite Sample Size 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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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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