Density estimation by the penalized combinatorial method

DOI10.1016/J.JMVA.2004.04.011zbMATH Open1065.62054OpenAlexW2015596626MaRDI QIDQ558002FDOQ558002

Luc Devroye, Gérard Biau

Publication date: 30 June 2005

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2004.04.011

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zbMATH Keywords

Vapnik-Chervonenkis dimensionMixture densitiesMultivariate density estimationPenalization

Mathematics Subject Classification ID

Density estimation (62G07) Estimation in multivariate analysis (62H12)

Cites Work

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Cited In (9)

• A note on penalized minimum distance estimation in nonparametric regression
• Adaptive log-density estimation
• Strongly consistent model selection for densities
• A note on minimum distance estimation of copula densities
• Density estimation with stagewise optimization of the empirical risk
• SPADES and mixture models
• The penalized profile sampler
• Parametric estimation and tests through divergences and the duality technique
• Penalized log-density estimation using Legendre polynomials

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