Structural adaptation in the density model

Lepski O. V.; Rebelles G

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arXiv · 2002.10850

Structural adaptation in the density model

Lepski O. V.·Rebelles G

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Abstract

This paper deals with non-parametric density estimation on $\bR^2$ 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 Hölder class with unknown parameters. The minimax and adaptive minimax theories for this structural statistical model are developed.

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Lepski O. V., Rebelles G. 2020-02-25. Structural adaptation in the density model. https://arxiv.org/abs/2002.10850

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