Estimation of the density of a determinantal process

DOI10.5802/CML.1MaRDI QIDQ2339145zbMATH OpenOpenAlexFDO

Authors Yannick Baraud

Publication date 31 March 2015

Published in Confluentes Mathematici (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1201.6551

zbMATH Keywords

density estimationoracle inequalityHellinger distancedeterminantal process

Mathematics Subject Classification ID

Density estimation (62G07) Inference from spatial processes (62M30)

Abstract: We consider the problem of estimating the density $Pi$ of a determinantal process $N$ from the observation of $n$ independent copies of it. We use an aggregation procedure based on robust testing to build our estimator. We establish non-asymptotic risk bounds with respect to the Hellinger loss and deduce, when $n$ goes to infinity, uniform rates of convergence over classes of densities $Pi$ of interest.

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Cites work

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Cited in

(4)

• Robust estimation on a parametric model via testing
• Estimating the conditional density by histogram type estimators and model selection
• scientific article; zbMATH DE number 3862141 (Why is no real title available?)
• The determinant of the iterated Malliavin matrix and the density of a pair of multiple integrals

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