Approximation dans les espaces m�triques et th�orie de l'estimation

DOI10.1007/BF00532480zbMATH Open0506.62026OpenAlexW1854990296MaRDI QIDQ4743580FDOQ4743580

Authors: L. Birgé 

Publication date: 1983

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00532480

zbMATH Keywords

density estimationminimax riskHellinger distancemetric dimensionspectral density estimationestimation of Markov transitionsspeed of estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Approximation by arbitrary linear expressions (41A45)

Cites Work

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• A Robust Version of the Probability Ratio Test
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• Asymptotic lower bounds for the risk of estimators of the value of a spectral density function
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Cited In (64)

• On some aspects of the asymptotic properties of Bayesian approaches in nonparametric and semiparametric models
• From robust tests to Bayes-like posterior distributions
• The right complexity measure in locally private estimation: it is not the Fisher information
• Minimax rates for conditional density estimation via empirical entropy
• Deconvolution for some singular density errors via a combinatorial median of means approach
• Is Temporal Difference Learning Optimal? An Instance-Dependent Analysis
• Regeneration-based statistics for Harris recurrent Markov chains
• The semiparametric Bernstein-von Mises theorem
• Rates of convergence of estimates, Kolmogorov's entropy and the dimensionality reduction principle in regression
• Minimax-rate adaptive nonparametric regression with unknown correlations of errors
• A Bernstein-type inequality for suprema of random processes with applications to model selection in non-Gaussian regression
• Robust Bayes-like estimation: rho-Bayes estimation
• Convergence rates of posterior distributions.
• Robust and parallel Bayesian model selection
• The statistical work of Lucien Le Cam.
• Fast learning rates in statistical inference through aggregation
• Rho-estimators revisited: general theory and applications
• Tests and estimation strategies associated to some loss functions
• Adaptive estimation of a quadratic functional by model selection.
• Criteria for posterior consistency and convergence at a rate
• Estimation of the transition density of a Markov chain
• Rates of contraction for posterior distributions in \(L^{r}\)-metrics, \(1 \leq r \leq \infty\)
• Nonparametric denoising of signals of unknown local structure. II: Nonparametric function recovery
• A new method for estimation and model selection: \(\rho\)-estimation
• Title not available (Why is that?)
• Pointwise and sup-norm sharp adaptive estimation of functions on the Sobolev classes
• Sparse PCA: optimal rates and adaptive estimation
• On estimating a density using Hellinger distance and some other strange facts
• Misspecification in infinite-dimensional Bayesian statistics
• Bootstrapping Robust Statistics for Markovian Data Applications to Regenerative R‐Statistics and L‐Statistics
• Mutual information, metric entropy and cumulative relative entropy risk
• On minimax density estimation on \(\mathbb R\)
• Frequentist validity of Bayesian limits
• Log-density estimation in linear inverse problems
• Nonparametric Bayesian model selection and averaging
• Some theoretical results on neural spike train probability models
• Rates of convergence for minimum contrast estimators
• About the non-asymptotic behaviour of Bayes estimators
• Resampling: consistency of substitution estimators
• Covering numbers for bounded variation functions
• Hypotheses testing and posterior concentration rates for semi-Markov processes
• Model selection for Gaussian regression with random design
• Extreme values statistics for Markov chains via the (pseudo-) regenerative method
• Set structured global empirical risk minimizers are rate optimal in general dimensions
• Metric Entropy for Functions of Bounded Total Generalized Variation
• Information-theoretic determination of minimax rates of convergence
• Density estimation by kernel and wavelets methods: optimality of Besov spaces
• Inhomogeneous and anisotropic conditional density estimation from dependent data
• Nonparametric Estimation of Regression Level Sets
• Model selection for density estimation with \(\mathbb L_2\)-loss
• Optimal spherical deconvolution
• Entropy of convex functions on \(\mathbb R^d\)
• Minimax regression estimation for Poisson coprocess
• Finite sample properties of parametric MMD estimation: robustness to misspecification and dependence
• Nonparametric estimation by convex programming
• Data compression and histograms
• Optimal estimation of high-dimensional Gaussian location mixtures
• Asymptotic confidence intervals for Poisson regression
• Asymptotic optimality in stochastic optimization
• Convergence rates of posterior distributions for non iid observations
• Estimating the intensity of a random measure by histogram type estimators
• Estimator selection with respect to Hellinger-type risks
• Estimating linear and quadratic forms via indirect observations
• Statistical estimation with model selection

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