Displaying similar documents to “Some inequalities between moments of probability distributions.”

On a q -analogue of Sándor's function.

Adiga, C., Kim, T., Somashekara, D.D., Fathima, Syeda Noor (2003)

JIPAM. Journal of Inequalities in Pure & Applied Mathematics [electronic only]

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Risk bounds for mixture density estimation

Alexander Rakhlin, Dmitry Panchenko, Sayan Mukherjee (2005)

ESAIM: Probability and Statistics

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In this paper we focus on the problem of estimating a bounded density using a finite combination of densities from a given class. We consider the Maximum Likelihood Estimator (MLE) and the greedy procedure described by Li and Barron (1999) under the additional assumption of boundedness of densities. We prove an O ( 1 n ) bound on the estimation error which does not depend on the number of densities in the estimated combination. Under the boundedness assumption, this improves the bound of Li...