Adaptive estimation of the L₂-norm of a probability density and related topics. II: Upper bounds via the oracle approach

DOI10.1214/25-AOS2503MaRDI QIDQ6946114zbMATH OpenFDO

Authors Galatia Cleanthous, Athanasios G. Georgiadis, O. V. Lepski

Publication date 7 August 2025

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/journals/annals-of-statistics/volume-53/issue-3/Adaptive-estimation-of-the-L2-norm-of-a-probability-density/10.1214/25-AOS2503.full

zbMATH Keywords

\(\mathbb{L}_2\)-norm estimation\(U\)-statisticsanisotropic Nikolskii's classdata-driven selectionminimax adaptive estimationminimax riskoracle approach

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20)

Cites work

• A new approach to estimator selection
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• Minimax estimation of norms of a probability density. I: Lower bounds
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Cited in

(2)

• Adaptive estimation of the \(\mathbb{L}_2\)-norm of a probability density and related topics. II: Upper bounds via the oracle approach
• Rate-optimal and computationally efficient nonparametric density and probability estimation on the circle and the sphere

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