Density estimation in high and ultra high dimensions, regularization, and the L₁ asymptotics

DOI10.1214/11-IMSCOLL801MaRDI QIDQ5499698zbMATH OpenOpenAlexFDO

Authors Anirban DasGupta, Soumendra N. Lahiri

Publication date 30 July 2015

Published in Institute of Mathematical Statistics Collections (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/11-imscoll801

zbMATH Keywords

\(L_1\) errorasymptoticsconsistencydensity estimationJames-Stein estimatormaximum likelihoodregularizationsparsityweak limits

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) (L^p)-limit theorems (60F25) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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Cited in

(4)

• Regularized parameter estimation of high dimensional distribution
• Truncated linear estimation of a bounded multivariate normal mean
• Estimation for general birth-death processes
• Predictive density estimators with integrated \(L_1\) loss

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