Optimal exponential bounds for aggregation of estimators for the Kullback-Leibler loss

DOI10.1214/17-EJS1269zbMath1364.62082arXiv1601.05686OpenAlexW2963931046WikidataQ115517785 ScholiaQ115517785MaRDI QIDQ2396345

Richard Fischer, Jean-François Delmas, Anne Dutfoy, Cristina Butucea

Publication date: 8 June 2017

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1601.05686

zbMATH Keywords

aggregationspectral density estimationKullback-Leibler divergenceprobability density estimationsharp oracle inequality

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric estimation (62G05) Inference from stochastic processes and spectral analysis (62M15)

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