Optimal adaptive estimation of the relative density
From MaRDI portal
Publication:497865
DOI10.1007/s11749-015-0426-6zbMath1327.62197OpenAlexW2154208473MaRDI QIDQ497865
Publication date: 25 September 2015
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11749-015-0426-6
Density estimation (62G07) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30)
Related Items (3)
Adaptive estimation in the functional nonparametric regression model ⋮ Nonparametric estimation of a quantile density function by wavelet methods ⋮ Non-parametric Poisson regression from independent and weakly dependent observations by model selection
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Adaptive pointwise estimation of conditional density function
- Bandwidth selection in kernel density estimation: oracle inequalities and adaptive minimax optimality
- Adaptive functional linear regression
- Plug-in bandwidth selector for the kernel relative density estimator
- Density estimation in Besov spaces
- Data-dependent bandwidth choice for a grade density kernel estimate
- Risk bounds for model selection via penalization
- Nonparametric curve estimation. Methods, theory, and applications
- Density estimation by kernel and wavelets methods: optimality of Besov spaces
- Improved methods for bandwidth selection when estimating ROC curves.
- Semiparametric density estimation under a two-sample density ratio model
- Concentration around the mean for maxima of empirical processes
- Nonparametric and semiparametric estimation of the receiver operating characteristic curve
- Density-ratio matching under the Bregman divergence: a unified framework of density-ratio estimation
- Kernel estimators of the ROC curve are better than empirical.
- Minimal penalties for Gaussian model selection
- Adaptive estimation of the transition density of a particular hidden Markov chain
- Nonparametric homogeneity tests
- Quantile Comparison Functions in Two-Sample Problems, With Application to Comparisons of Diagnostic Markers
- Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
- Relative density estimation for left truncated and right censored data
- Empirical likelihood confidence regions for comparison distributions and ROC curves
- An Order Selection Criterion for Testing Goodness of Fit
- The P-P Plot as a Method for Comparing Treatment Effects
- Relative Density-Ratio Estimation for Robust Distribution Comparison
- PenalizationversusGoldenshluger − Lepski strategies in warped bases regression
- "Optimal" One-Sample Distribution-Free Tests and Their Two-Sample Extensions
- The First-Median Test: A Two-Sided Version of the Control Median Test
- Heuristic Approach to the Kolmogorov-Smirnov Theorems
- On a Test of Whether one of Two Random Variables is Stochastically Larger than the Other
- On Information and Sufficiency
- Confidence Limits for an Unknown Distribution Function
- Introduction to nonparametric estimation
This page was built for publication: Optimal adaptive estimation of the relative density