Optimal model selection for density estimation of stationary data under various mixing condi\-tions

DOI10.1214/11-AOS888zbMath1227.62018arXiv0911.1497MaRDI QIDQ651014

Matthieu Lerasle

Publication date: 8 December 2011

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0911.1497

zbMATH Keywords

resampling methodsweak dependenceslope heuristic

Mathematics Subject Classification ID

Density estimation (62G07) Inequalities; stochastic orderings (60E15) Nonparametric statistical resampling methods (62G09) Inference from stochastic processes (62M99)

Related Items (10)

Piecewise autoregression for general integer-valued time series ⋮ Slope heuristics and V-Fold model selection in heteroscedastic regression using strongly localized bases ⋮ Adaptive estimation for stochastic damping Hamiltonian systems under partial observation ⋮ Exponential inequalities for nonstationary Markov chains ⋮ Consistent model selection criteria and goodness-of-fit test for common time series models ⋮ Data-driven model selection for same-realization predictions in autoregressive processes ⋮ Optimal model selection in heteroscedastic regression using piecewise polynomial functions ⋮ Optimal model selection for density estimation of stationary data under various mixing condi\-tions ⋮ Gaussian linear model selection in a dependent context ⋮ Sharp oracle inequalities and slope heuristic for specification probabilities estimation in discrete random fields

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