Adaptive density estimation using the blockwise Stein method
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Publication:850749
DOI10.3150/bj/1145993978zbMath1098.62040OpenAlexW2151045852MaRDI QIDQ850749
Publication date: 6 November 2006
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bj/1145993978
Related Items (18)
Oracle inequalities and upper bounds for kernel density estimators on manifolds and more general metric spaces ⋮ Laguerre and Hermite bases for inverse problems ⋮ Multivariate density estimation under sup-norm loss: oracle approach, adaptation and independence structure ⋮ Pointwise adaptive estimation of a multivariate density under independence hypothesis ⋮ On adaptive minimax density estimation on \(\mathbb R^d\) ⋮ Estimator selection: a new method with applications to kernel density estimation ⋮ Optimal Kernel Selection for Density Estimation ⋮ Theory of adaptive estimation ⋮ Optimal model selection in density estimation ⋮ Stein shrinkage and second-order efficiency for semiparametric estimation of the shift ⋮ Adaptive estimation of and oracle inequalities for probability densities and characteristic functions ⋮ Oracle inequalities and adaptive estimation in the convolution structure density model ⋮ Sobolev-Hermite versus Sobolev nonparametric density estimation on \(\mathbb{R}\) ⋮ \(\mathbb{L}_{p}\) adaptive estimation of an anisotropic density under independence hypothesis ⋮ Linear and convex aggregation of density estimators ⋮ Lower bound for estimation of Sobolev densities of order less \(1/2\) ⋮ Adaptive density deconvolution with dependent inputs ⋮ Adaptive estimation over anisotropic functional classes via oracle approach
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