Density estimation via exponential model selection

DOI10.1109/TIT.2003.814485MaRDI QIDQ3546657zbMATH OpenFDO

Authors Gwénaëlle Castellan

Publication date 21 December 2008

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TIT.2003.814485

Mathematics Subject Classification ID

Density estimation (62G07) Measures of information, entropy (94A17)

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Cited in

(17)

• Using specially designed exponential families for density estimation
• Model selection using the estimative and the approximate \(p^*\) predictive densities
• Efficient global maximum likelihood estimation through kernel methods
• Adaptive density estimation on bounded domains under mixing conditions
• Model selection: from theory to practice
• Properties of convergence of a fuzzy set estimator of the density function
• Estimation and variable selection with exponential weights
• Model selection for density estimation with \(\mathbb L_2\)-loss
• Model selection for exponential families
• Post-model-selection method for density estimation
• Theory of Classification: a Survey of Some Recent Advances
• Model Selection Using Conditional Densities
• \(p\)-value model selection criteria for exponential families of increasing dimension
• Some applications of concentration inequalities to statistics
• Estimator selection with respect to Hellinger-type risks
• Adaptive density estimation: A curse of support?
• Modelling dependence

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