Minimal penalty for Goldenshluger-Lepski method (Q335651)

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English	Minimal penalty for Goldenshluger-Lepski method	scientific article

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scholarly article

Minimal penalty for Goldenshluger-Lepski method (English)

Stochastic Processes and their Applications

publication date

2 November 2016

full work available at URL

https://arxiv.org/abs/1503.00946

zbMATH Keywords

nonparametric statistics

adaptive estimation

minimal penalty

MaRDI profile type

MaRDI publication profile

Risk bounds for model selection via penalization

Adaptive pointwise estimation of conditional density function

An alternative point of view on Lepski's method

Minimal penalties for Gaussian model selection

Penalization<i>versus</i>Goldenshluger − Lepski strategies in warped bases regression

Anisotropic adaptive kernel deconvolution

Density estimation by wavelet thresholding

Nonparametric Estimation of the Division Rate of a Size-Structured Population

Universal pointwise selection rule in multivariate function estimation

Structural adaptation via \(\mathbb L_p\)-norm oracle inequalities

Bandwidth selection in kernel density estimation: oracle inequalities and adaptive minimax optimality

General Selection Rule from a Family of Linear Estimators

On adaptive minimax density estimation on \(\mathbb R^d\)

Concentration around the mean for maxima of empirical processes

Minimal penalty for Goldenshluger-Lepski method

Adaptive estimation of linear functionals by model selection

On a Problem of Adaptive Estimation in Gaussian White Noise

Identifiers

zbMATH Open document ID

10.1016/j.spa.2016.04.015

Mathematics Subject Classification ID

zbMATH DE Number

Sitelinks

Mathematics(1 entry)

mardi Publication:335651

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