# Adaptive estimation of a quadratic functional of a density by model selection

ESAIM: Probability and Statistics (2010)

- Volume: 9, page 1-18
- ISSN: 1292-8100

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topLaurent, Béatrice. " Adaptive estimation of a quadratic functional of a density by model selection." ESAIM: Probability and Statistics 9 (2010): 1-18. <http://eudml.org/doc/104331>.

@article{Laurent2010,

abstract = {
We consider the problem of estimating the integral of the square of a density
f from the observation of a n sample. Our method to estimate $\int_\{\mathbb\{R\}\} f^2(x)\{\rm d\}x$ is
based on model selection via some penalized criterion. We prove that our estimator achieves the adaptive rates established by Efroimovich and Low on classes of smooth functions. A key point of the proof is an exponential
inequality for U-statistics of order 2 due to Houdré and Reynaud.
},

author = {Laurent, Béatrice},

journal = {ESAIM: Probability and Statistics},

keywords = {Adaptive estimation; quadratic functionals; model selection; Besov bodies; efficient estimation.; efficient estimation},

language = {eng},

month = {3},

pages = {1-18},

publisher = {EDP Sciences},

title = { Adaptive estimation of a quadratic functional of a density by model selection},

url = {http://eudml.org/doc/104331},

volume = {9},

year = {2010},

}

TY - JOUR

AU - Laurent, Béatrice

TI - Adaptive estimation of a quadratic functional of a density by model selection

JO - ESAIM: Probability and Statistics

DA - 2010/3//

PB - EDP Sciences

VL - 9

SP - 1

EP - 18

AB -
We consider the problem of estimating the integral of the square of a density
f from the observation of a n sample. Our method to estimate $\int_{\mathbb{R}} f^2(x){\rm d}x$ is
based on model selection via some penalized criterion. We prove that our estimator achieves the adaptive rates established by Efroimovich and Low on classes of smooth functions. A key point of the proof is an exponential
inequality for U-statistics of order 2 due to Houdré and Reynaud.

LA - eng

KW - Adaptive estimation; quadratic functionals; model selection; Besov bodies; efficient estimation.; efficient estimation

UR - http://eudml.org/doc/104331

ER -

## References

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