Optimal exponential bounds for aggregation of estimators for the Kullback-Leibler loss
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Publication:2396345
DOI10.1214/17-EJS1269zbMath1364.62082arXiv1601.05686WikidataQ115517785 ScholiaQ115517785MaRDI QIDQ2396345
Richard Fischer, Jean-François Delmas, Anne Dutfoy, Cristina Butucea
Publication date: 8 June 2017
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1601.05686
aggregation; spectral density estimation; Kullback-Leibler divergence; probability density estimation; sharp oracle inequality
62G07: Density estimation
62G05: Nonparametric estimation
62M15: Inference from stochastic processes and spectral analysis
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