Minimax Density Estimation on Sobolev Spaces With Dominating Mixed Smoothness

Galatia Cleanthous, Athanasios G. Georgiadis, Emilio Porcu

We study minimax density estimation on the product space ${\mathbb{R}}^{d_1}\times {\mathbb{R}}^{d_2}$. We consider $L^p$-risk for probability density functions defined over regularity…