Tchetgen, Eric; Li, Lingling; Robins, James; van der … - In: Statistics & Probability Letters 78 (2008) 18, pp. 3307-3311
We construct an estimator of , based on a random sample of size n from a density f on the unit cube in . This estimator achieves the minimax rate for f known to belong to a multiple of the unit ball in a Hölder space of order [alpha], where [alpha]=d/4. We are mostly interested in the case that...