Distribution function estimates by Wasserstein metric and Bernstein approximation for C-1 functions |
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Authors: | WU Zong-min TIAN Zheng? |
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Affiliation: | Shanghai Key Laboratory for Contemporary Applied Mathematics, School of Mathematical Sciences, Fudan University, Shanghai 200433, China |
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Abstract: | The aim of the paper is to estimate the density functions or distribution functions measured by Wasserstein metric, a typical kind of statistical distances, which is usually required in the statistical learningBased on the classical Bernstein approximation, a scheme is presented.To get the error estimates of the scheme, the problem turns to estimating the L1 norm of the Bernstein approximation for monotone C-1functions, which was rarely discussed in the classical approximation theoryFinally, we get a probability estimate by the statistical distance. |
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Keywords: | Wasserstein metric Bernstein approximation L1 norm approximation confidence interval |
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