Oleg Lepski
Aix-Marseille Université, France
Structural adaptation in the density model
Abstract:
This paper deals with non-parametric density estimation on $R^2$ 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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