Optimal exponential bounds for aggregation of estimators for the Kullback-Leibler loss (Q2396345)

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Optimal exponential bounds for aggregation of estimators for the Kullback-Leibler loss
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    Optimal exponential bounds for aggregation of estimators for the Kullback-Leibler loss (English)
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    8 June 2017
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    aggregation
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    Kullback-Leibler divergence
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    probability density estimation
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    sharp oracle inequality
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    spectral density estimation
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