Adaptive estimation of a distribution function and its density in sup-norm loss by wavelet and spline projections

DOI10.3150/09-BEJ239zbMath1207.62082arXiv0805.1404MaRDI QIDQ627291

Richard Nickl, Evarist Giné M.

Publication date: 28 February 2011

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0805.1404

zbMATH Keywords

adaptive estimation; wavelet estimator; Lepski's method; Rademacher processes; spline estimator; sup-norm loss

Mathematics Subject Classification ID

62G07: Density estimation

60E15: Inequalities; stochastic orderings

42C40: Nontrigonometric harmonic analysis involving wavelets and other special systems

62G30: Order statistics; empirical distribution functions

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