activity
20072020
most citedBandwidth selection in kernel density estimation: Oracle inequalities and adaptive minimax optimality

179 citations · 328 across the 16 of their papers we have counts for

collaborators

16 papers

math.ST2020

Minimax estimation of norms of a probability density: II. Rate-optimal estimation procedures

Alexander Goldenshluger, Oleg Lepski

In this paper we develop rate--optimal estimation procedures in the problem of estimating the --norm, of a probability density from independent observations…

math.ST2020

Minimax estimation of norms of a probability density: I. Lower bounds

Alexander Goldenshluger, Oleg Lepski

The paper deals with the problem of nonparametric estimating the --norm, , of a probability density on , from independent observations. The unk…

math.ST2017

Estimation in the convolution structure density model. Part II: adaptation over the scale of anisotropic classes

Oleg Lepski, Thomas Willer

This paper continues the research started in \cite{LW16}. In the framework of the convolution structure density model on $\bR^d$, we address the problem of adaptive minimax estimat…

math.ST2017

Estimation in the convolution structure density model. Part I: oracle inequalities

Oleg Lepski, Thomas Willer

We study the problem of nonparametric estimation under $\bL_p$-loss, , in the framework of the convolution structure density model on $\bR^d$. This observation sch…

math.ST2016★ 4 cited

Some new ideas in nonparametric estimation

Oleg Lepski

In the framework of an abstract statistical model we discuss how to use the solution of one estimation problem ({\it Problem A}) in order to construct an estimator in another, comp…

math.ST2014

Adaptive estimation over anisotropic functional classes via oracle approach

Oleg Lepski

We address the problem of adaptive minimax estimation in white gaussian noise model under --loss, on the anisotropic Nikolskii classes. We present the est…