Spatially adaptive density estimation by localised Haar projections

DOI10.1214/12-AIHP485zbMath1355.62009arXiv1111.2807MaRDI QIDQ372575

Florian Gach, Richard Nickl, Vladimir Spokoiny

Publication date: 9 October 2013

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1111.2807

zbMATH Keywords

propagation conditionspatial adaptation

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items

Multivariate density estimation under sup-norm loss: oracle approach, adaptation and independence structure, Rejoinder on: ``Local quantile regression, Oracle inequalities and adaptive estimation in the convolution structure density model, Adaptation to lowest density regions with application to support recovery, Estimation error analysis of deep learning on the regression problem on the variable exponent Besov space, Adaptive estimation over anisotropic functional classes via oracle approach

Cites Work

• Unnamed Item
• Unnamed Item
• Adaptive estimation of a distribution function and its density in sup-norm loss by wavelet and spline projections
• Parameter tuning in pointwise adaptation using a propagation approach
• Uniform limit theorems for wavelet density estimators
• Structural adaptation via \(\mathbb L_p\)-norm oracle inequalities
• An exponential inequality for the distribution function of the kernel density estimator, with applications to adaptive estimation
• Optimal spatial adaptation to inhomogeneous smoothness: An approach based on kernel estimates with variable bandwidth selectors
• On the Frisch-Parisi conjecture
• Density estimation by wavelet thresholding
• Ideal spatial adaptation by wavelet shrinkage