Optimal model selection in density estimation

DOI10.1214/11-AIHP425zbMath1244.62052arXiv0910.1654OpenAlexW2073455768MaRDI QIDQ441257

Matthieu Lerasle

Publication date: 20 August 2012

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0910.1654

zbMATH Keywords

resampling methodsslope heuristicoptimal model selection

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)

Related Items (11)

Nonparametric weighted estimators for biased data ⋮ Slope heuristics and V-Fold model selection in heteroscedastic regression using strongly localized bases ⋮ Adaptive estimation for stochastic damping Hamiltonian systems under partial observation ⋮ Estimator selection: a new method with applications to kernel density estimation ⋮ Optimal Kernel Selection for Density Estimation ⋮ Should we estimate a product of density functions by a product of estimators? ⋮ Optimal upper and lower bounds for the true and empirical excess risks in heteroscedastic least-squares regression ⋮ Selecting the length of a principal curve within a Gaussian model ⋮ Optimal model selection in heteroscedastic regression using piecewise polynomial functions ⋮ Sharp oracle inequalities and slope heuristic for specification probabilities estimation in discrete random fields ⋮ Adaptive procedure for Fourier estimators: application to deconvolution and decompounding

Uses Software

• CAPUSHE

Cites Work

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