Geodesic
Exponential confidence intervals in nonparametric density estimation
Teoriâ veroâtnostej i ee primeneniâ, Tome 42 (1997) no. 4, pp. 813-818

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In this paper two-sided exponential bounds for confidence probabilities for an unknown distribution density are derived under the right norming on the Hölder classes in the minimax sense.
Keywords: exponential bound, Young–Fenchel transform.
Mots-clés : minimax confidenceinterval 
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     author = {D. R. Bagdasarov and E. I. Ostrovskii},
     title = {Exponential confidence intervals in nonparametric density estimation},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {813--818},
     publisher = {mathdoc},
     volume = {42},
     number = {4},
     year = {1997},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1997_42_4_a10/}
}
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D. R. Bagdasarov; E. I. Ostrovskii. Exponential confidence intervals in nonparametric density estimation. Teoriâ veroâtnostej i ee primeneniâ, Tome 42 (1997) no. 4, pp. 813-818. http://geodesic.mathdoc.fr/item/TVP_1997_42_4_a10/