arXiv Open Access 2010

Adaptive non-asymptotic confidence balls in density estimation

Matthieu Lerasle

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Abstrak

We build confidence balls for the common density $s$ of a real valued sample $X_1,...,X_n$. We use resampling methods to estimate the projection of $s$ onto finite dimensional linear spaces and a model selection procedure to choose an optimal approximation space. The covering property is ensured for all $n\geq2$ and the balls are adaptive over a collection of linear spaces.

Topik & Kata Kunci

math.ST

Penulis (1)

Matthieu Lerasle

Format Sitasi

APA MLA BibTeX

Lerasle, M. (2010). Adaptive non-asymptotic confidence balls in density estimation. https://arxiv.org/abs/1007.4528

Akses Cepat

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Informasi Jurnal

Tahun Terbit: 2010
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓