A Note on the Estimation of the Holder Constant

作者:Henry Guillermo; Rodriguez Daniela*; Sued Mariela
来源:Communications in Statistics - Simulation and Computation, 2014, 43(4): 905-912.
DOI:10.1080/03610918.2012.718839

摘要

In this article, we develop a nonparametric estimator for the Holder 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 Holder.

  • 出版日期2014-1-1

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