A note on the local asymptotically minimax rate for estimating a crossing point in a diagnostic marker problem

Fushing Hsieh and Bruce W. Turnbull

Statistics & Probability Letters, 1995, vol. 24, issue 2, 181-185

Abstract: The optimal rate of convergence of estimating the crossing point of two densities in the local asymptotically minimax sense is discussed. This rate is shown to be the same as the optimal rate of density estimation under smoothness conditions on the two distribution functions.

Keywords: Classification; problem; Density; estimation; Holder; continuity; Youden; index (search for similar items in EconPapers)
Date: 1995
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