Structural adaptation via \(\mathbb L_p\)-norm oracle inequalities

DOI10.1007/s00440-007-0119-5zbMath1149.62020arXiv0704.2492OpenAlexW2462965978MaRDI QIDQ957721

Alexander Goldenshluger, O. V. Lepskij

Publication date: 1 December 2008

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0704.2492

zbMATH Keywords

adaptive estimationoptimal rates of convergenceminimax riskoracle inequalitiesstructural adaptation

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Inequalities; stochastic orderings (60E15) Nonparametric estimation (62G05)

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