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math.ST2024
Optimal rates for estimating the covariance kernel from synchronously sampled functional data
Max Berger, Hajo Holzmann
We obtain minimax-optimal convergence rates in the supremum norm, including information-theoretic lower bounds, for estimating the covariance kernel of a stochastic process which i…
math.ST2024
Multivariate root-n-consistent smoothing parameter free matching estimators and estimators of inverse density weighted expectations
Hajo Holzmann, Alexander Meister
Expected values weighted by the inverse of a multivariate density or, equivalently, Lebesgue integrals of regression functions with multivariate regressors occur in various areas o…