Concentration Inequalities and Confidence Bands for Needlet Density Estimators on Compact Homogeneous Manifolds

Gerard Kerkyacharian, Richard Nickl, Dominique Picard

Let $X_1,...,X_n$ be a random sample from some unknown probability density $f$ defined on a compact homogeneous manifold $\mathbf{M}$ of dimension $d\ge 1$. Consider a 'needlet fra…