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 estimationwavelet estimatorLepski's methodRademacher processesspline estimatorsup-norm loss

Mathematics Subject Classification ID

Density estimation (62G07) Inequalities; stochastic orderings (60E15) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Order statistics; empirical distribution functions (62G30)

Related Items (14)

On the optimal estimation of probability measures in weak and strong topologies ⋮ Confidence bands in density estimation ⋮ Measuring distributional asymmetry with Wasserstein distance and Rademacher symmetrization ⋮ Multivariate density estimation under sup-norm loss: oracle approach, adaptation and independence structure ⋮ Adaptive confidence sets in \(L^2\) ⋮ Spatially adaptive density estimation by localised Haar projections ⋮ A note on wavelet deconvolution density estimation ⋮ Global uniform risk bounds for wavelet deconvolution estimators ⋮ Strong Lp convergence of wavelet deconvolution density estimators ⋮ Concentration inequalities and confidence bands for needlet density estimators on compact homogeneous manifolds ⋮ On adaptive inference and confidence bands ⋮ Uniform convergence rates for wavelet curve estimation in sup-norm loss ⋮ Unnamed Item ⋮ Localized spherical deconvolution

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