An Application of the Efron-stein Inequality in Density Estimation
نویسنده
چکیده
The inequality originates from studies of the jackknife estimate of variance . Several interesting proofs [see, e.g ., Vitale (1984)] and applications [see, e.g., Steele (1981, 1982)] highlight the depth and usefulness of the Efron-Stein inequality. The purpose of this short note is to point out an application in density estimation . We consider in particular a density estimate fn of a density f on Rd with the following properties.
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تاریخ انتشار 1987