Adaptive estimation of a quadratic functional of a density by model selection

DOI10.1051/ps:2005001zbMath1136.62333OpenAlexW1967408078MaRDI QIDQ4671819

Béatrice Laurent

Publication date: 26 April 2005

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=PS_2005__9__1_0

zbMATH Keywords

model selectionquadratic functionalsefficient estimationAdaptive estimationBesov bodies

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Inequalities; stochastic orderings (60E15)

Related Items (16)

Estimation of the Sobol indices in a linear functional multidimensional model ⋮ Interactive versus noninteractive locally differentially private estimation: two elbows for the quadratic functional ⋮ Adaptive tests of homogeneity for a Poisson process ⋮ On adaptive wavelet estimation of a quadratic functional from a deconvolution problem ⋮ Estimating linear and quadratic forms via indirect observations ⋮ Online estimation of integrated squared density derivatives ⋮ Uniform in Bandwidth Estimation of Integral Functionals of the Density Function ⋮ Exponential inequalities for the supremum of some counting processes and their square martingales ⋮ Adaptive quadratic functional estimation of a weighted density by model selection ⋮ Adaptive minimax testing for circular convolution ⋮ Quadratic functional estimation in inverse problems ⋮ Adaptive goodness-of-fit tests in a density model ⋮ Recursive estimators of integrated squared density derivatives ⋮ A simple adaptive estimator of the integrated square of a density ⋮ Rate optimal estimation of quadratic functionals in inverse problems with partially unknown operator and application to testing problems ⋮ Efficient estimation of sensitivity indices

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