Density estimation in high and ultra high dimensions, regularization, and the L 1 asymptotics

DOI10.1214/11-IMSCOLL801zbMath1347.60010OpenAlexW1576526625MaRDI QIDQ5499698

Anirban DasGupta, Soumendra Nath Lahiri

Publication date: 30 July 2015

Published in: Institute of Mathematical Statistics Collections (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/11-imscoll801

zbMATH Keywords

consistencyasymptoticsregularizationJames-Stein estimatormaximum likelihooddensity estimationsparsityweak limits\(L_1\) error

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) (L^p)-limit theorems (60F25)

Related Items (3)

Predictive density estimators with integrated \(L_1\) loss ⋮ Truncated linear estimation of a bounded multivariate normal mean ⋮ Estimation for General Birth-Death Processes

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