Post-model-selection method for density estimation

DOI10.1080/03610926.2010.491593MaRDI QIDQ3100635zbMATH OpenOpenAlexFDO

Authors Małgorzata Wojtyś

Publication date 18 November 2011

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2010.491593

zbMATH Keywords

exponential family

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• An Information Theoretic Approach to Approximating a Probability Distribution
• Approximation of density functions by sequences of exponential families
• Concentration inequalities and model selection. Ecole d'Eté de Probabilités de Saint-Flour XXXIII -- 2003.
• Data-Driven Version of Neyman's Smooth Test of Fit
• Density estimation by wavelet thresholding
• Density estimation via exponential model selection
• Estimating the dimension of a model
• Estimation of distributions using orthogonal expansions
• Estimation of Fisher information using model selection
• Exponential inequalities for sums of random vectors
• Exponential Models, Maximum Likelihood Estimation, and the Haar Condition
• scientific article; zbMATH DE number 44577 (Why is no real title available?)
• scientific article; zbMATH DE number 3602484 (Why is no real title available?)
• Large-sample inference for log-spline models
• Log density deconvolution by wavelet thresholding
• Minimum complexity density estimation
• More on Estimation of Distributions Using Orthogonal Expansions
• On the choice of a model to fit data from an exponential family
• Risk bounds for model selection via penalization
• Strongly consistent model selection for densities

Cited in

(7)

• Strongly consistent model selection for densities
• A new technique for postsample model selection and validation
• Model selection for density estimation with \(\mathbb L_2\)-loss
• Density estimation via exponential model selection
• \(p\)-value model selection criteria for exponential families of increasing dimension
• Density estimation by the penalized combinatorial method
• Can one estimate the conditional distribution of post-model-selection estimators?

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