Structural adaptation via \(\mathbb L_p\)-norm oracle inequalities
From MaRDI portal
Publication:957721
DOI10.1007/s00440-007-0119-5zbMath1149.62020arXiv0704.2492MaRDI 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
adaptive estimation; optimal rates of convergence; minimax risk; oracle inequalities; structural adaptation
62G07: Density estimation
62G20: Asymptotic properties of nonparametric inference
60E15: Inequalities; stochastic orderings
62G05: Nonparametric estimation
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Nonparametric denoising of signals with unknown local structure. I: Oracle inequalities, A universal procedure for aggregating estimators, Nonparametric estimation of composite functions, Confidence bands in density estimation
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