Structural adaptation in the density model
Statistics Theory
2020-02-26 v1 Statistics Theory
Abstract
This paper deals with non-parametric density estimation on from i.i.d observations. It is assumed that after unknown rotation of the coordinate system the coordinates of the observations are independent random variables whose densities belong to a H\"older class with unknown parameters. The minimax and adaptive minimax theories for this structural statistical model are developed.
Cite
@article{arxiv.2002.10850,
title = {Structural adaptation in the density model},
author = {Lepski O. V. and Rebelles G},
journal= {arXiv preprint arXiv:2002.10850},
year = {2020}
}