Rho-estimators for shape restricted density estimation

DOI10.1016/j.spa.2016.04.013zbMath1419.62070OpenAlexW2344831783MaRDI QIDQ335669

Yannick Baraud, Lucien 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)

Related Items

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

Uses Software

• logcondens

Cites Work

• Global rates of convergence of the MLEs of log-concave and \(s\)-concave densities
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• Robust Statistics
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