Rho-estimators for shape restricted density estimation

DOI10.1016/J.SPA.2016.04.013zbMATH Open1419.62070OpenAlexW2344831783MaRDI QIDQ335669FDOQ335669

Authors: Yannick Baraud, L. Birgé 

Publication date: 2 November 2016

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2016.04.013

Recommendations

• Rho-estimators revisited: general theory and applications
• Estimating a density under order restrictions: Nonasymptotic minimax risk
• On minimax density estimation on \(\mathbb R\)
• scientific article; zbMATH DE number 3954050
• Estimation of unimodal densities without smoothness assumptions

zbMATH Keywords

density estimationshape constraintsHellinger robustnessrho-estimators

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric robustness (62G35)

Cites Work

• Robust Statistics
• Maximum likelihood estimation of a log-concave density and its distribution function: basic properties and uniform consistency
• Asymptotic methods in statistical decision theory
• Convergence of estimates under dimensionality restrictions
• Title not available (Why is that?)
• Model selection via testing: an alternative to (penalized) maximum likelihood estimators.
• Title not available (Why is that?)
• Estimator selection with respect to Hellinger-type risks
• Minimum contrast estimators on sieves: Exponential bounds and rates of convergence
• Title not available (Why is that?)
• Title not available (Why is that?)
• Estimation of a convex function: Characterizations and asymptotic theory.
• Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density
• Hellinger-consistency of certain nonparametric maximum likelihood estimators
• Global rates of convergence of the MLEs of log-concave and \(s\)-concave densities
• Global risk bounds and adaptation in univariate convex regression
• On risk bounds in isotonic and other shape restricted regression problems
• Bounding the expectation of the supremum of an empirical process over a (weak) VC-major class
• The Grenander estimator: A nonasymptotic approach
• Estimating a density under order restrictions: Nonasymptotic minimax risk
• Superefficiency in nonparametric function estimation
• Sharp oracle inequalities for least squares estimators in shape restricted regression

Cited In (12)

• Shape constrained density estimation via penalized Rényi divergence
• Finite-sample confidence envelopes for shape-restricted densities
• Adaptation in log-concave density estimation
• Robust Bayes-like estimation: rho-Bayes estimation
• Rho-estimators revisited: general theory and applications
• Tests and estimation strategies associated to some loss functions
• Adaptation in multivariate log-concave density estimation
• Recent progress in log-concave density estimation
• Robust machine learning by median-of-means: theory and practice
• Deconvolution for some singular density errors via a combinatorial median of means approach
• Estimating a density, a hazard rate, and a transition intensity via the \(\rho\)-estimation method
• Learning from MOM's principles: Le Cam's approach

Uses Software

• logcondens

This page was built for publication: Rho-estimators for shape restricted density estimation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q335669)