Linear and convex aggregation of density estimators

DOI10.3103/S1066530707030052zbMath1231.62057arXivmath/0605292OpenAlexW2101675718MaRDI QIDQ734530

Philippe Rigollet, Alexandre B. Tsybakov

Publication date: 13 October 2009

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0605292

zbMATH Keywords

oracle inequalitiesstatistical learningkernel estimates of densitiessharp minimax adaptivity

Mathematics Subject Classification ID

Density estimation (62G07) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Inequalities; stochastic orderings (60E15)

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Uses Software

• KernSmooth

Cites Work

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