Oracle inequalities for probability density estimations

DOI10.1016/j.crma.2004.11.009zbMath1075.62027OpenAlexW2060520642MaRDI QIDQ1763530

Philippe Rigollet

Publication date: 22 February 2005

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2004.11.009

Mathematics Subject Classification ID

Density estimation (62G07) Inequalities; stochastic orderings (60E15)

Cites Work

• An asymptotically optimal window selection rule for kernel density estimates
• Admissible kernel estimators of a multivariate density
• Nonparametric estimation of smooth probability densities in \(L_ 2\)
• Distribution function estimation: Adaptive smoothing
• Penalized blockwise Stein's method, monotone oracles and sharp adaptive estimation
• Quasi-universal bandwidth selection for kernel density estimators
• Introduction to nonparametric estimation
• How to improve the nonparametric density estimate in S-PLUS