Displaying similar documents to “An ℓ1-oracle inequality for the Lasso in finite mixture gaussian regression models”

Semiparametric deconvolution with unknown noise variance

Catherine Matias (2010)

ESAIM: Probability and Statistics

Similarity:

This paper deals with semiparametric convolution models, where the noise sequence has a Gaussian centered distribution, with unknown variance. Non-parametric convolution models are concerned with the case of an entirely known distribution for the noise sequence, and they have been widely studied in the past decade. The main property of those models is the following one: the more regular the distribution of the noise is, the worst the rate of convergence for the estimation of the signal's...

Adaptive estimation of the stationary density of discrete and continuous time mixing processes

Fabienne Comte, Florence Merlevède (2010)

ESAIM: Probability and Statistics

Similarity:

In this paper, we study the problem of non parametric estimation of the stationary marginal density of an or a -mixing process, observed either in continuous time or in discrete time. We present an unified framework allowing to deal with many different cases. We consider a collection of finite dimensional linear regular spaces. We estimate using a projection estimator built on a data driven selected linear space among the collection. This data driven choice is performed the minimization...