Fast adaptive estimation of log-additive exponential models in Kullback-Leibler divergence

DOI10.1214/18-EJS1413zbMath1473.62117arXiv1604.06304OpenAlexW2963857218WikidataQ115517765 ScholiaQ115517765MaRDI QIDQ1746564

Richard Fischer, Cristina Butucea, Jean-François Delmas, Anne Dutfoy

Publication date: 25 April 2018

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1604.06304

zbMATH Keywords

aggregationexponential familyproduct formKullback-Leibler divergencetruncation modeladaptive density estimationSobolev classes

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (1)

Should we estimate a product of density functions by a product of estimators?

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