Rho-estimators revisited: general theory and applications

DOI10.1214/17-AOS1675zbMath1407.62169arXiv1605.05051MaRDI QIDQ1990601

Lucien Birgé, Yannick Baraud

Publication date: 25 October 2018

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

Full work available at URL: https://arxiv.org/abs/1605.05051

zbMATH Keywords

density estimationVC-classesmaximum likelihood estimatorsrobust estimationstatistical modelsmetric dimensionregression with random design\(\rho\)-estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Nonparametric robustness (62G35) Nonparametric estimation (62G05) Minimax procedures in statistical decision theory (62C20)

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