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Adaptive non-asymptotic confidence balls in density estimation
Published online by Cambridge University Press: 02 July 2012
Abstract
We build confidence balls for the common density s of a real valued sample X1,...,Xn. 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 ≥ 2 and the balls are adaptive over a collection of linear spaces.
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- Research Article
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- © EDP Sciences, SMAI, 2012
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