Rho-estimators for shape restricted density estimation

DOI10.1016/J.SPA.2016.04.013MaRDI QIDQ335669zbMATH OpenOpenAlexFDO

Authors Yannick Baraud, L. Birgé

Publication date 2 November 2016

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spa.2016.04.013

zbMATH Keywords

density estimationshape constraintsHellinger robustnessrho-estimators

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric robustness (62G35)

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Cites work

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• Hellinger-consistency of certain nonparametric maximum likelihood estimators
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• Sharp oracle inequalities for least squares estimators in shape restricted regression
• Superefficiency in nonparametric function estimation
• The Grenander estimator: A nonasymptotic approach
• Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density

Cited in

(12)

• Estimating a density, a hazard rate, and a transition intensity via the \(\rho\)-estimation method
• Shape constrained density estimation via penalized Rényi divergence
• Deconvolution for some singular density errors via a combinatorial median of means approach
• Learning from MOM's principles: Le Cam's approach
• Finite-sample confidence envelopes for shape-restricted densities
• Rho-estimators revisited: general theory and applications
• Adaptation in log-concave density estimation
• Tests and estimation strategies associated to some loss functions
• Adaptation in multivariate log-concave density estimation
• Robust machine learning by median-of-means: theory and practice
• Recent progress in log-concave density estimation
• Robust Bayes-like estimation: rho-Bayes estimation

Describes a project that uses

Uses Software

• logcondens

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