Bandwidth selection in kernel density estimation: Oracle inequalities and adaptive minimax optimality

6 September 2010

Papers citing "Bandwidth selection in kernel density estimation: Oracle inequalities and adaptive minimax optimality"

36 / 36 papers shown

Title
Explaining the Success of Nearest Neighbor Methods in Prediction George H. Chen Devavrat Shah OOD 73 145 0 21 Feb 2025
Confidence regions for the multidimensional density in the uniform norm based on the recursive Wolverton-Wagner estimation Maria Rosaria Formica Eugeny Ostrovsky Leonid Sirota 16 0 0 02 Sep 2024
Adaptive directional estimator of the density in R^d for independent and mixing sequences Sinda Ammous J. Dedecker Céline Duval 14 0 0 22 May 2023
Estimating a density near an unknown manifold: a Bayesian nonparametric approach Clément Berenfeld Paul Rosa Judith Rousseau 58 10 0 31 May 2022
Multivariate Trend Filtering for Lattice Data Veeranjaneyulu Sadhanala Yu-Xiang Wang Addison J. Hu R. Tibshirani 21 7 0 29 Dec 2021
Minimax properties of Dirichlet kernel density estimators Karine Bertin Christian Genest N. Klutchnikoff Frédéric Ouimet 16 4 0 06 Dec 2021
Minimax rate of estimation for invariant densities associated to continuous stochastic differential equations over anisotropic Holder classes Chiara Amorino A. Gloter 16 7 0 06 Oct 2021
Aggregating estimates by convex optimization A. Juditsky A. Nemirovski 28 0 0 16 Jul 2021
On a Projection Estimator of the Regression Function Derivative Fabienne Comte Nicolas Marie 43 2 0 24 Jun 2021
Exponential confidence interval based on the recursive Wolverton-Wagner density estimation M.R.Formica E.Ostrovsky L.Sirota 11 1 0 15 Feb 2021
On the nonparametric inference of coefficients of self-exciting jump-diffusion Chiara Amorino Charlotte Dion A. Gloter Sarah Lemler 18 5 0 24 Nov 2020
Minimax estimation of norms of a probability density: II. Rate-optimal estimation procedures A. Goldenshluger O. Lepski 29 7 0 25 Aug 2020
Density estimation on an unknown submanifold Clément Berenfeld M. Hoffmann 31 22 0 18 Oct 2019
Density deconvolution under general assumptions on the distribution of measurement errors Denis Belomestny A. Goldenshluger 14 17 0 25 Jul 2019
Nearest Neighbor and Kernel Survival Analysis: Nonasymptotic Error Bounds and Strong Consistency Rates George H. Chen 36 15 0 13 May 2019
Adaptive Density Estimation on Bounded Domains Karine Bertin Salima El Kolei N. Klutchnikoff 24 7 0 25 Oct 2018
Density Deconvolution with Small Berkson Errors R. Rimal Marianna Pensky 12 2 0 16 Oct 2018
Estimating minimum effect with outlier selection Alexandra Carpentier S. Delattre Étienne Roquain Nicolas Verzélen 23 9 0 21 Sep 2018
Hypothesis Testing for High-Dimensional Multinomials: A Selective Review Sivaraman Balakrishnan Larry A. Wasserman 29 63 0 17 Dec 2017
State-by-state Minimax Adaptive Estimation for Nonparametric Hidden Markov Models Luc Lehéricy 31 10 0 26 Jun 2017
Minimax density estimation for growing dimension D. McDonald 82 11 0 28 Feb 2017
Estimator selection: a new method with applications to kernel density estimation C. Lacour P. Massart Vincent Rivoirard 23 57 0 18 Jul 2016
Pointwise Adaptive Estimation of the MarginalDensity of a Weakly Dependent Process Karine Bertin N. Klutchnikoff 15 5 0 31 Mar 2016
Adaptive non-parametric estimation in the presence of dependence Nicolas Asin Jan Johannes 27 8 0 01 Feb 2016
Optimal kernel selection for density estimation M. Lerasle Nelo Molter Magalhães Patricia Reynaud-Bouret 29 18 0 06 Nov 2015
Pointwise adaptive estimation of a multivariate density under independence hypothesis G. Rebelles 21 30 0 18 Sep 2015
Structural adaptive deconvolution under $L_p$ -losses G. Rebelles 288 16 0 23 Apr 2015
Minimal penalty for Goldenshluger-Lepski method C. Lacour P. Massart 39 36 0 03 Mar 2015
Adaptive Bayesian estimation in indirect Gaussian sequence space models Jan Johannes Anna Simoni R. Schenk 38 4 0 01 Feb 2015
Adaptation to lowest density regions with application to support recovery Tim Patschkowski Angelika Rohde 52 17 0 18 Aug 2014
Adaptive pointwise estimation of conditional density function Karine Bertin C. Lacour Vincent Rivoirard 58 39 0 28 Dec 2013
Multivariate density estimation under sup-norm loss: oracle approach, adaptation and independent structure Lepski Oleg 51 8 0 26 Oct 2012
On adaptive minimax density estimation on $R^d$ A. Goldenshluger O. Lepski 63 109 0 05 Oct 2012
Adaptive functional linear regression Fabienne Comte Jan Johannes 77 59 0 12 Dec 2011
Adaptive estimation of functionals in nonparametric instrumental regression C. Breunig Jan Johannes 65 22 0 05 Sep 2011
Uniform bounds for norms of sums of independent random functions A. Goldenshluger O. Lepski 99 32 0 13 Apr 2009