A note on the estimation of the hölder constant

In this article, we develop a nonparametric estimator for the Hölder constant of a density function. We consider a simulation study to evaluate the performance of the proposal and construct smooth bootstrap confidence intervals. Also, we give a brief review over the impossibility to decide whether a...

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Detalles Bibliográficos
Autores principales: Henry, G., Rodriguez, D., Sued, M.
Formato: JOUR
Materias:
Discernibility
Hölder density
Nonparametric estimation
Bootstrap confidence interval
Non-parametric estimations
Nonparametric estimators
Simulation studies
Statistics
Statistical methods
Acceso en línea:http://hdl.handle.net/20.500.12110/paper_03610918_v43_n4_p905_Henry
Aporte de:
Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) de Universidad de Buenos Aires
Descripción
Sumario:In this article, we develop a nonparametric estimator for the Hölder constant of a density function. We consider a simulation study to evaluate the performance of the proposal and construct smooth bootstrap confidence intervals. Also, we give a brief review over the impossibility to decide whether a density function is Hölder. © 2014 Copyright Taylor and Francis Group, LLC.

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