Model selection for density estimation with \(\mathbb L_2\)-loss

DOI10.1007/S00440-013-0488-XzbMath1285.62037arXiv0808.1416OpenAlexW2144506849MaRDI QIDQ2447292

Lucien Birgé

Publication date: 25 April 2014

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0808.1416

zbMATH Keywords

model selectionhistogramsestimator selection\(\mathbb L_2\)-loss

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10)

Related Items (9)

Robust estimation on a parametric model via testing ⋮ Generalized aggregation of misspecified models: with an application to asset pricing ⋮ Estimation of the transition density of a Markov chain ⋮ Uncompactly supported density estimation with \(L^1\) risk ⋮ Density estimation under local differential privacy and Hellinger loss ⋮ Oracle inequalities and adaptive estimation in the convolution structure density model ⋮ \(\mathbb{L}_{p}\) adaptive estimation of an anisotropic density under independence hypothesis ⋮ Adaptation to lowest density regions with application to support recovery ⋮ Minimax bounds for Besov classes in density estimation

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