Nonasymptotic universal smoothing factors, kernel complexity and Yatracos classes

DOI10.1214/AOS/1030741088zbMATH Open0897.62035OpenAlexW2063218326MaRDI QIDQ1383097FDOQ1383097

Authors: Gábor Lugosi, Luc Devroye

Publication date: 2 April 1998

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1030741088

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zbMATH Keywords

convergence kernel density estimation asymptotic optimality minimum distance estimation smoothing factor

Mathematics Subject Classification ID

Density estimation (62G07)

Cites Work

Remarks on Some Nonparametric Estimates of a Density Function
Title not available (Why is that?)
Title not available (Why is that?)
On Estimation of a Probability Density Function and Mode
On the Uniform Convergence of Relative Frequencies of Events to Their Probabilities
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Rates of convergence of minimum distance estimators and Kolmogorov's entropy
Bounds for the uniform deviation of empirical measures
A universally acceptable smoothing factor for kernel density estimates
Universal smoothing factor selection in density estimation: theory and practice. (With discussion)
Asymptotic performance bounds for the kernel estimate
An approximation to the density function

Cited In (30)

A universal procedure for aggregating estimators
A note on penalized minimum distance estimation in nonparametric regression
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Numerical results concerning a sharp adaptive density estimator
Estimation and selection procedures in regression: anL₁approach
Improved quantum data analysis
On adaptive minimax density estimation on \(\mathbb R^d\)
Model selection in nonparametric regression
Almost sure classification of densities
A new approach to estimator selection
Combining different procedures for adaptive regression
Quasi-universal bandwidth selection for kernel density estimators
Bandwidth selection in kernel density estimation: oracle inequalities and adaptive minimax optimality
Oracle inequalities and adaptive estimation in the convolution structure density model
Robust estimators in high-dimensions without the computational intractability
Pointwise adaptive estimation of a multivariate density under independence hypothesis
Kernel density estimation for dynamical systems
Structural adaptive deconvolution under \({\mathbb{L}_p}\)-losses
Adaptive estimation over anisotropic functional classes via oracle approach
Adaptive Estimation of a Conditional Density
Universal smoothing factor selection in density estimation: theory and practice. (With discussion)
Oracle inequalities and upper bounds for kernel density estimators on manifolds and more general metric spaces
Bandwidth Selection for Local Linear Regression Smoothers
\(\mathbb{L}_{p}\) adaptive estimation of an anisotropic density under independence hypothesis
Approximative capabilities of ``Smolyak type computational aggregates with Dirichlet, Fejér and Vallée-Poussin kernels in the scale of Ul'yanov classes
Learning \(k\)-modal distributions via testing
Multivariate density estimation under sup-norm loss: oracle approach, adaptation and independence structure
Uniform \(L_1\)-distance large deviations in nonparametric density estimation
Learning \(k\)-modal distributions via testing

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