Density estimation in high and ultra high dimensions, regularization, and the \(L_1\) asymptotics (Q5499698)
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scientific article; zbMATH DE number 6468299
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| English | Density estimation in high and ultra high dimensions, regularization, and the \(L_1\) asymptotics |
scientific article; zbMATH DE number 6468299 |
Statements
Density estimation in high and ultra high dimensions, regularization, and the L 1 asymptotics (English)
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30 July 2015
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density estimation
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\(L_1\) error
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consistency
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asymptotics
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weak limits
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maximum likelihood
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regularization
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James-Stein estimator
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sparsity
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0.7573532462120056
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0.7434037923812866
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0.742817759513855
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0.7379403710365295
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