# Adaptive non-asymptotic confidence balls in density estimation

ESAIM: Probability and Statistics (2012)

- Volume: 16, page 61-85
- ISSN: 1292-8100

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topLerasle, Matthieu. "Adaptive non-asymptotic confidence balls in density estimation." ESAIM: Probability and Statistics 16 (2012): 61-85. <http://eudml.org/doc/222474>.

@article{Lerasle2012,

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.},

author = {Lerasle, Matthieu},

journal = {ESAIM: Probability and Statistics},

keywords = {Confidence balls; density estimation; resampling methods; confidence balls},

language = {eng},

month = {7},

pages = {61-85},

publisher = {EDP Sciences},

title = {Adaptive non-asymptotic confidence balls in density estimation},

url = {http://eudml.org/doc/222474},

volume = {16},

year = {2012},

}

TY - JOUR

AU - Lerasle, Matthieu

TI - Adaptive non-asymptotic confidence balls in density estimation

JO - ESAIM: Probability and Statistics

DA - 2012/7//

PB - EDP Sciences

VL - 16

SP - 61

EP - 85

AB - 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.

LA - eng

KW - Confidence balls; density estimation; resampling methods; confidence balls

UR - http://eudml.org/doc/222474

ER -

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