Oracle inequalities for probability density estimations

DOI10.1016/J.CRMA.2004.11.009MaRDI QIDQ1763530zbMATH OpenOpenAlexFDO

Authors Philippe Rigollet

Publication date 22 February 2005

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.crma.2004.11.009

Mathematics Subject Classification ID

Density estimation (62G07) Inequalities; stochastic orderings (60E15)

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Cites work

• Admissible kernel estimators of a multivariate density
• An asymptotically optimal window selection rule for kernel density estimates
• Distribution function estimation: Adaptive smoothing
• How to improve the nonparametric density estimate in S-PLUS
• Introduction to nonparametric estimation
• Nonparametric estimation of smooth probability densities in \(L_ 2\)
• Penalized blockwise Stein's method, monotone oracles and sharp adaptive estimation
• Quasi-universal bandwidth selection for kernel density estimators

Cited in

(11)

• On Bayesian oracle properties
• Oracle inequality for conditional density estimation and an actuarial example
• Oracle inequalities and nonparametric function estimation
• Adaptive estimation of and oracle inequalities for probability densities and characteristic functions
• Statistical Properties of Factor Oracles
• Oracle inequalities for square root analysis estimators with application to total variation penalties
• Exponential weighting and oracle inequalities for projection estimates
• Sharp oracle inequalities and slope heuristic for specification probabilities estimation in discrete random fields
• Oracle inequalities for Efromovich--Pinsker blockwise estimates
• Adaptive density estimation using the blockwise Stein method
• Oracle inequalities and adaptive estimation in the convolution structure density model

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